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You are on page 1of 22

Wave Equation

[Carrier & Pearson, PDEs Theory and Technique, Academic Press, NY, 1976, Chapter 3; Zauderer,

PDEs of Applied Mathematics, John Wiley & Sons, NY, 1983, Chapter 6; See also Mint-U & Debnath,

Chapter 4.]

In the following two to three weeks, we discuss primarily the solution and the properties of the solution

of the wave equation u

tt

= c

2

u

xx

+ h(x, t).

7.1 An Innite Domain Problem

We start our discussion by solving the following problem.

Example 1. Solve the Cauchy problem

u

tt

= c

2

u

xx

< x < 0 < t (7.1)

u(x, 0) = f(x) < x < (7.2)

u

t

(x, 0) = g(x) < x < (7.3)

[SOLUTION] Since the Cauchy data is not given on the characteristics, we can nd the unique solution

by transforming the equation into the other canonical form.

Step 1. Introduce the new coordinates

= x + ct

= x ct

The canonical form of equation (7.1)

u

= 0

Step 2. Find the general solution from the canonical form as

u(, ) = A() + B()

and write it in the original coordinate system

u(x, t) = A(x + ct) + B(x ct) (7.4)

63

64 CHAPTER 7. WAVE EQUATION

Step 3. Determine the arbitrary functions A and B in the general solution using the initial data

f(x) = u(x, 0) = A(x) + B(x)

g(x) = u

t

(x, 0) = cA

(x) cB

(x)

or

A(x) + B(x) = f(x)

A(x) B(x) =

1

c

_

x

0

g(s)ds + A(0) B(0)

Thus,

A(x) =

1

2

_

f(x) +

1

c

_

x

0

g(s)ds + A(0) B(0)

_

B(x) =

1

2

_

f(x)

1

c

_

x

0

g(s)ds A(0) + B(0)

_

Step 4. Obtain the particular solution for the Cauchy problem as

u(x, t) =

1

2

[f(x + ct) + f(x ct)] +

1

2c

_

x+ct

xct

g(s)ds (7.5)

This solution is called the dAlemberts solution.

Remark 1. There are several interesting and important features associated with the dAlemberts solu-

tion in particular, with the solution of wave equation in general:

(A) The general solution (7.4) represents two traveling waves, one with velocity c and the other with

velocity -c. In other words, information is propagated along two families of lines x ct = const, which

are the characteristics.

(B) From dAlemberts solution (7.5) of the Cauchy problem, we can observe that the solution at the point

P (x, t) is completely determined by the Cauchy data inside the domain [x ct, x +ct] on the x-axis. As

a matter of fact, the solution inside the triangular region enclosed by the two characteristics connecting

(x, t), (x ct, 0), and (x + ct, 0) is completely determined by the Cauchy data inside [x ct, x + ct] on

the x-axis. This domain is called domain of dependence. On the other hand, for any point P

0

on the

x-axis, there are two characteristic lines coming out from this point, which form a triangular region. Any

point inside this region is aected by the initial data at P

0

. Therefore, this region is called the domain

of inuence of this point P

0

. (See Fig. 1.)

In order to understand the solution behavior of the wave equation better, it is instructive to look at the

solution behavior of the following two initial data.

Example 2. Find and sketch the solution of the following problem

1

u

tt

= c

2

u

xx

< x < t > 0

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

u

t

(x, 0) = 0 < x <

1

The initial data is discontinuous. The solution is also going to be discontinuous as one will see. Therefore, it wont

satisfy the equation in the usual sense. One way to look at this problem is to view the discontinuous initial data as the limit

of a sequence of continuous data, and the discontinuous solution is the limit of the corresponding sequence of the continuous

solutions. Or one can look at it from the view point of weak solution, see Zauderer, sec. 6.4.

7.1. AN INFINITE DOMAIN PROBLEM 65

x

t

C-: x-ct=const

(x-ct,0) (x+ct,0)

(x,t)

C+: x+ct=const

x

t

C+: x+ct=const

C-: x-ct=const

(x,0)

(a) (b)

Figure 7.1: (a) Domain of determinacy (dependence): (i) the solution at (x, t) is determined by the

information inside the triangular region; (b) domain of inuence: the initial data at (x, 0) aect the

solution of any point inside the triangular region.

where

f(x) =

_

1 |x| <

0 |x| >

[SOLUTION] The dAlemberts solution is written

u(x, t) =

1

2

[f(x + ct) + f(x ct)]

which implies that the initial data propagates towards x = with speed c. Therefore, the solution

is piecewise constant.

As shown in Fig. 2, the x t plane can be divided into six regions, by four characteristics x ct = .

We can work out the solution in each region as

t

(-l,0) (l,0)

x-ct=l

x-ct=-l x+ct=l

x+ct=-l

t*

(1)

(2)

(3)

(4)

(5) (6)

x

Figure 7.2: Illustration of dierent regions for Examples 1 & 2.

Case 1. t < t

=

c

:

66 CHAPTER 7. WAVE EQUATION

In region 3 and 4, i.e., x < ct or x > ct + , f(x + ct) = f(x ct) = 0 u(x, t) =

1

2

(0 + 0) = 0.

In region 5, i.e., ct < x < ct , f(x + ct) = 1, f(x ct) = 0 u(x, t) =

1

2

(1 + 0) = 1.

In region 6, i.e., ct + < x < ct + , f(x + ct) = 0, f(x ct) = 1 u(x, t) =

1

2

(0 + 1) = 1.

In region 1, i.e., ct < x < ct + , f(x + ct) = f(x ct) = 1 u(x, t) =

1

2

(1 + 1) = 1.

Case 2. t > t

=

c

:

In region 3 and 4, i.e., x < ct or x > ct + , f(x + ct) = f(x ct) = 0 u(x, t) =

1

2

(0 + 0) = 0.

In region 5, i.e., ct < x < ct + , f(x + ct) = 1, f(x ct) = 0 u(x, t) =

1

2

(1 + 0) =

1

2

.

In region 6, i.e., ct < x < ct + , f(x + ct) = 0, f(x ct) = 1 u(x, t) =

1

2

(0 + 1) =

1

2

.

In region 2, i.e., ct + < x < ct , f(x + ct) = f(x ct) = 0 u(x, t) =

1

2

(0 + 0) = 0.

Fig. 3 presents the sketch of the solution at several dierent t.

x

u

t=0

x

u

0<t<t*

x

u

t>t*

(a) (b) (c)

Figure 7.3: Sketch of solutions for Example 1.

Example 3. Find and sketch the solution of the following problem

u

tt

= c

2

u

xx

< x < t > 0

u(x, 0) = 0 < x <

u

t

(x, 0) = g(x) < x <

where

g(x) =

_

1 |x| <

0 |x| >

[SOLUTION] The dAlemberts solution is written

u(x, t) =

1

2c

_

x+ct

xct

g(s)ds =

1

2c

_

x+ct

0

g(s)ds

1

2c

_

xct

0

g(s)ds

As in the rst example, this solution implies that the initial data propagates towards x = with speed

c.

Since

G(y) =

_

y

0

g(s)ds =

y <

y < y <

y >

7.1. AN INFINITE DOMAIN PROBLEM 67

we have

G(x + ct) =

x < ct

x + ct ct < x < ct

x > ct

, G(x ct) =

x < + ct

x ct + ct < x < + ct

x > + ct

Similarly as in Example 2, the xt plane can be divided into six regions, by four characteristics xct =

(Fig. 2). We can work out the solution in each region as

Case 1. t < t

=

c

:

In region 3, i.e., x < ct , G(x + ct) = G(x ct) = u(x, t) =

1

2c

[ ()] = 0.

In region 4, i.e., x > ct + , G(x + ct) = G(x ct) = u(x, t) =

1

2c

( ] = 0.

In region 5, i.e., ct < x < ct , G(x +ct) = x +ct, G(x ct) = u(x, t) =

1

2c

[x +ct ()] =

1

2c

(x + ct + ).

In region 6, i.e., ct+ < x < ct+, G(x+ct) = x+ct, G(xct) = xct u(x, t) =

1

2c

[x+ct(xct)] = t.

In region 1, i.e., ct < x < ct + , G(x + ct) = , G(x ct) = x ct u(x, t) =

1

2c

[ (x ct)] =

1

2c

(x + ct + ).

Case 2. t > t

=

c

:

In region 3, i.e., x < ct , G(x + ct) = G(x ct) = u(x, t) =

1

2c

[ ()] = 0.

In region 4, i.e., x > ct + , G(x + ct) = G(x ct) = u(x, t) =

1

2c

( ] = 0.

In region 5, i.e., ct < x < ct +, G(x+ct) = x+ct, G(xct) = u(x, t) =

1

2c

[x+ct ()] =

1

2c

(x + ct + ).

In region 6, i.e., ct + < x < ct , G(x + ct) = , G(x ct) = u(x, t) =

1

2c

[ ()] =

c

.

In region 2, i.e., ct < x < ct + , G(x + ct) = , G(x ct) = x ct u(x, t) =

1

2c

[ (x ct)] =

1

2c

(x + ct + ).

Fig. 4 presents the sketch of the solution at several dierent t.

-l

l

-l

l

G

y

u

t=0

x

u

t<t*

x

x

u

t>t*

(a) (b) (c) (d)

Figure 7.4: Sketch of solutions for Example 2.

Remark 1. There are other techniques and methods can be used to obtain the solution for the above

problem and more general problems. We will discuss those alternative techniques as we proceed.

68 CHAPTER 7. WAVE EQUATION

7.2 Wave Equation on the Semi-innite Domain

We now turn our attention to the solution of the wave equation on the semi-innite domain. Lets look

at an example rst.

Example 3. Solve

u

tt

= c

2

u

xx

0 < x < t > 0

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

u

t

(x, 0) = g(x) 0 < x <

u(0, t) = 0 t > 0

with f(0) = 0.

[SOLUTION] Several techniques can be used to obtain the solution of this problem. Here we use the

method of images.

Step 1. Extend both f and g to

f and g, which are odd functions for all x

f(x) =

_

f(x) x > 0

f(x) x < 0

, g(x) =

_

g(x) x > 0

g(x) x < 0

Step 2. Similarly as the discussion of heat equation, we then solve the following problem

v

tt

= c

2

v

xx

< x < t > 0

v(x, 0) =

f(x) < x <

v

t

(x, 0) = g(x) < x <

and the solution can be obtained using the dAlemberts formula

v(x, t) =

1

2

_

f(x + ct) +

f(x ct)

_

+

1

2c

_

x+ct

xct

g(s)ds

It is clear that

v(0, t) =

1

2

_

f(ct) +

f(ct)

_

+

1

2c

_

ct

ct

g(s)ds = 0

due to the fact that both

f and g are odd functions. Therefore

u(x, t) = v(x, t)

for x > 0.

Step 3. Straightforward algebra yields

u(x, t) =

_

1

2

[f(x + ct) + f(x ct)] +

1

2c

_

x+ct

xct

g(s)ds x > ct

1

2

[f(x + ct) f(ct x)] +

1

2c

_

x+ct

ctx

g(s)ds 0 < x < ct

(7.6)

Remark. 1 The solution written in (7.6) can be better understood by examing the x t plane (Fig. 5),

which reveals some interesting features.

7.3. WAVE EQUATION ON A FINITE DOMAIN 69

x

t

(x,t)

(x-ct,0) (x+ct,0)

(x,t)

(ct-x,0)

I II

x=ct

Figure 7.5: Illustration of the reection boundary.

The characteristics play an important role. The characteristic line x = ct separates the rst quadrant,

which is the region of our interest, into two parts, I (0 < x < ct) and II (x > ct). In region II, the presence

of the boundary x = 0 is not felt since any information from the boundary, traveling with a xed speed

c, has not reached this region yet. In region I, because of the homogeneous Dirichlet condition, x = 0

is a reection boundary. As shown in Fig. 5, the domain of dependence becomes the shaded area due

to the inuence of the boundary. In other words, at any given t, the solution is the superposition of the

propagating initial data and their images propagating in the opposite direction.

Remark 2. The boundary behavior is associated with the condition imposed. For example, the eect of

the Neumann condition is a positive image of the initial data on the side of x < 0. (Ex.?)

7.3 Wave Equation on a Finite Domain

We now consider the wave equation on the nite domain. Again, we start with an example.

Example 4. Solve

u

tt

= c

2

u

xx

0 < x < t > 0

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

u

t

(x, 0) = g(x) 0 < x <

u(0, t) = u(, t) = 0 t > 0

[SOLUTION] Method of images. We rst extend both f and g to

f and g, in a similar manner

f(x) =

_

f(x) 0 < x <

f(x) < x < 0

, g(x) =

_

g(x) 0 < x <

g(x) < x < 0

f(x + 2) =

f(x), g(x + 2) = g(x)

We then solve the following problem

v

tt

= c

2

v

xx

< x < t > 0

v(x, 0) =

f(x) < x <

v

t

(x, 0) = g(x) < x <

70 CHAPTER 7. WAVE EQUATION

and the solution can be obtained using the dAlemberts formula

v(x, t) =

1

2

_

f(x + ct) +

f(x ct)

_

+

1

2c

_

x+ct

xct

g(s)ds

It is clear that

v(0, t) =

1

2

_

f(ct) +

f(ct)

_

+

1

2c

_

ct

ct

g(s)ds = 0

v(, t) =

1

2

_

f( + ct) +

f( ct)

_

+

1

2c

_

+ct

ct

g(s)ds = 0

due to the fact that both

f and g are anti-symmetric about x = 0 and x = . Therefore

u(x, t) = v(x, t)

for 0 < x < .

Remark 1. Recall that the same problem can be solved using the method of separation variables, and

the solution is obtained in the series form

u(x, t) =

n=1

_

A

n

cos

nct

+ B

n

sin

nct

_

sin

nx

where

A

n

=

_

0

sin

nx

f(x)dx

_

0

sin

2 nx

dx

=

2

_

0

sin

nx

f(x)dx

B

n

=

_

0

sin

nx

g(x)dx

nc

0

sin

2 nx

dx

=

2

nc

_

0

sin

nx

g(x)dx

Physically, this solution represents the superposition of standing waves, with the base tone and over tones.

The solution obtained using the method of images represents, on the other hand, the superposition of

traveling waves and their reections o both boundaries x = 0 and x = . The connection between this

two solutions can be shown in the following.

Straightforward algebra, using trigonometric identities, yields

u(x, t) =

n=1

_

A

2

n

+ B

2

n

_

sin

_

n

(x ct +

n

)

_

+ sin

_

n

(x + ct

n

)

__

where

sin

n

=

A

n

_

A

2

n

+ B

2

n

, cos

n

=

B

n

_

A

2

n

+ B

2

n

Therefore, the solution obtained using separation of variables can be interpreted as the superposition of

traveling waves as well

2

.

Remark 2. Other method, such as Laplace transform and method of characteristics can be used to solve

this problem as well as other problems. The use of Laplace transform for this problem is left as an home-

work problem. In the following, we will illustrate the use of Laplace transform on the Whip-cracking

problem while leaving a similar problem as another homework problem. The method of characteristics

will be discussed afterwards.

2

To verify these two solutions are identical, one only needs to expand

f and g into the Fouries sine series.

7.4. WAVE EQUATION WITH NON-HOMOGENEOUS BCS 71

7.4 Wave Equation with Non-homogeneous BCs

So far, we have discussed the homogeneous boundary condition. The non-homogeneous boundary condi-

tions can be treated similarly. We now look at an example.

Example 5. Solve the Whip-cracking problem

u

tt

= c

2

u

xx

0 < x < t > 0

u(x, 0) = 0 0 < x <

u

t

(x, 0) = 0 0 < x <

u(0, t) = (t) t > 0

|u(, s)| < t > 0

[SOLUTION] Using Laplace transform in t. Let U = L[u], = L[]. The ODE for U in x can be obtained

as

c

2

U

xx

s

2

U = 0 0 < x <

U(0, s) = (s)

|U(, s)| <

The solution of this problem can be obtained as

U(x, s) = (s)e

s

c

x

Using L[f(t a)H(t a)] = e

as

L[f], we then obtain

u(x, t) =

_

t

x

c

_

H

_

t

x

c

_

Remark 1. The solution form clearly shows the importance of the characteristic line and the character

of the solution. Once again, since the information propagates with nite velocity c, the boundary data

will not reach any point in the region where x > ct, where the solution is uniquely determined by the

initial data on x = 0. In the region 0 < x < ct, the solution is inuenced both by the boundary data (t)

and the initial data. Since the initial data is zero, the solution is, therefore, uniquely determined by the

boundary data

3

.

Remark 2. The solution of this problem can be obtained using the same approach we used to obtain

the dAlemberts solution on the innite domain. Here is the outline.

Step 1. We obtain the general solution in the form

u(x, t) = A(x + ct) + B(x ct)

Step 2. Since the argument of A is always positive while the argument of B is positive in the region

x > ct and negative in the region 0 < x < ct, we need to determine A(x) for x > 0, and B(x) for both

x < 0 and x > 0. Using the initial conditions, we have

A(x) = B(x) = constant

3

If the data (t) is imposed on a moving boundary, we have a more complicated and more interesting situation. The ability

of nding a unique solution depends on how fast the boundary moves. Mathematically, this problem can be generalized

into the following problem: Given two monotonic curves, under what circumstances do we need to impose both u and un

on both curves, impose u and un on one of the curve with only u or un on the other one, or impose only one of the two

conditions on both curves? Here un is the normal derivative with respect to the curve. Part of the answer comes from a

homework problem. The so-called Gousat problem helps to address the rest of the equation, which will be discussed later.

72 CHAPTER 7. WAVE EQUATION

for x > 0, therefore the solution in the region x > ct is

u(x, t) = 0

Using the boundary condition, we have

B(x) =

_

x

c

_

+ B(x)

for x < 0, therefore the solution in the region 0 < x < ct is

u(x, t) =

_

x

c

_

Note that the above procedure works because we only need to know A(x) for x > 0. Note also that for

the initial value problem A(x) is the function of all x. Thats why we need two initial condition on the

entire x-axis.

Remark 3. Laplace transform method as well as other techniques can be used to solve the wave equation

on the nite domain with non-homogeneous Dirichlet boundary condition. One example is the following

problem

u

tt

= c

2

u

xx

0 < x < t > 0

u(x, 0) = 0 0 < x <

u

t

(x, 0) = 0 0 < x <

u(0, t) =

1

(t) t > 0

u(, t) =

2

(t) t > 0

This is a homework problem with

2

(t) = 0. Here is the outline.

Step 1. Let U = L[u],

1

= L[

1

],

2

= L[

2

]. The equation for U is

c

2

U

xx

s

2

U = 0 0 < x <

U(0, s) =

1

(s)

U(, s) =

2

(s)

Step 2. Obtain the solution as

U(x, s) =

1

sinh

s

c

_

1

(s)sinh

s

c

( x) +

2

(s)sinh

s

c

x

_

=

1

(s)

_

n=0

(1)

n

e

s

c

(2n+x)

+

n=1

(1)

n

e

s

c

(2nx)

_

+

2

(s)

_

n=1

(1)

n

e

s

c

[(2n+1)+x]

n=1

(1)

n

e

s

c

[(2n+1)x]

_

The solution u(x, t) can be obtained using the inverse Laplace transform

u(x, t) =

n=0

(1)

n

1

_

t

2n + x

c

_

H

_

t

2n + x

c

_

+

n=1

(1)

n

1

_

t

2n x

c

_

H

_

t

2n x

c

_

+

n=1

(1)

n

1

_

t

(2n 1) + x

c

_

H

_

t

(2n 1) + x

c

_

n=0

(1)

n

1

_

t

(2n + 1) x

c

_

H

_

t

(2n + 1) x

c

_

7.5. NON-HOMOGENEOUS WAVE EQUATION 73

7.5 Non-homogeneous Wave Equation

The wave equation with a non-homogeneous source term

u

tt

= c

2

u

xx

+ h

can be solved with several dierent approaches. For Cauchy problem, we have already found the solution

in an earlier homework problem when discussing the classication of second-order PDEs. The method we

used there is a special case of the so-called Riemann method to be discussed later. Here we introduce a

general principle, called Duhamels principle, which homogenize the equation and transform the original

problem into a Cauchy problem of homogeneous wave equation.

Duhamels Principle

4

Let u(x, t) be the solution of the following Cauchy problem

u

tt

= c

2

u

xx

+ h(x, t) < x < , 0 < t

u(x, 0) = u

t

(x, 0) = 0 < x <

and v(x, t, ) be the solution of

v

tt

= c

2

v

xx

< x < , 0 < t,

v(x, , ) = 0 < x < , 0 <

v

t

(x, , ) = h(x, ) < x < , 0 <

Then

u(x, t) =

_

t

0

v(x, t, )d

Remark 1. This result can be veried directly by dierentiation.

Use the solution for v, we obtain the dAlemberts solution

u(x, t) =

1

2c

_

t

0

_

x+c(t)

xc(t)

h(z, )dzd

Remark 2. For the initial-boundary-value problem on semi-nite and nite domain, same result exists.

For example, if u(x, t) is the solution of the following Cauchy problem

u

tt

= c

2

u

xx

+ h(x, t) 0 < x < , 0 < t

u(0, t) = u(, ) = 0 0 < t

u(x, 0) = u

t

(x, 0) = 0 0 < x <

and v(x, t, ) be the solution of

v

tt

= c

2

v

xx

0 < x < , 0 < t,

v(0, t, ) = 0 0 < x < , 0 <

v(, t, ) = 0 0 < x < , 0 <

v(x, , ) = 0 0 < x < , 0 <

v

t

(x, , ) = h(x, ) 0 < x < , 0 <

Then

u(x, t) =

_

t

0

v(x, t, )d

4

see Zauderer, p. 160.

74 CHAPTER 7. WAVE EQUATION

7.6 Method of Characteristics

As we have seen so far, characteristics play an important role in the discussion of the wave equation.

In this section, we look further at the characteristics by introducing the so-called Riemann invariants.

These invariants can then be used to obtain the solution of the wave equation, which is called the method

of the characteristics.

Riemann Invariant. Consider the solution of the wave equation u

tt

= c

2

u

xx

. We introduce two

quantities

R

= cu

x

u

t

and calculate the total dierential of R

as

d

_

R

_

=

_

R

_

x

dx +

_

R

_

t

dt = (cu

xx

u

tx

) dx + (cu

tx

u

tt

) dt

Along two characteristics, C

: x ct = const, we have

dx cdt = 0

or

dx = cdt

Therefore, assuming the continuity of the second derivatives, the total dierential can be written as

d

_

R

+

_

=

_

c

2

u

xx

cu

xt

+ cu

tx

+ u

tt

_

dt =

_

c

2

u

xx

+ u

tt

_

dt = 0

along C

+

, and

d

_

R

_

=

_

c

2

u

xx

cu

xt

+ cu

tx

u

tt

_

dt =

_

c

2

u

xx

u

tt

_

dt = 0

along C

.

Method of Characteristics. The Riemann invariants can be used to obtain the solution of the wave

equation, which is called the method of characteristics. We will illustrate this method in the following

several examples.

Example 6. Use the method of characteristics to solve the wave equation on innite domain

u

tt

= c

2

u

xx

< x < t > 0

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

u

t

(x, 0) = g(x) < x <

[SOLUTION] Let P

0

(x

0

, t

0

) denote a point on the xt plane. Let (R

)

0

denote the Riemann invariants

at this point. We note that there are two characteristics x ct = const intersecting with the x-axis at

P

1

(x

0

+ ct

0

, 0) and P

2

(x

0

ct

0

, 0), where the Riemann invariants are denotes by (R

+

)

1

and (R

)

2

,

respectively. (Fig. 6.)

R

+

and R

+

and C

, i.e.,

(cu

x

+ u

t

)

0

= (cu

x

+ u

t

)

1

(cu

x

u

t

)

0

= (cu

x

u

t

)

2

7.6. METHOD OF CHARACTERISTICS 75

x

t

(x -ct ,0) (x +ct ,0)

C+: x+ct=x + ct C-: x-ct =x -ct

(x ,t ) P

P P

0 0 0

0 0

0 0 0

0

1 2

0

0

Figure 7.6: Illustration of Characteristics paths for Example 6.

Using the Cauchy data at t = 0, we have

u

1

x

= f

(x

0

+ ct

0

), u

1

t

= g(x

0

+ ct

0

), u

2

x

= f

(x

0

ct

0

), u

2

t

= g(x

0

ct

0

)

Therefore,

cu

0

x

+ u

0

t

= cf

(x

0

+ ct

0

) + g(x

0

+ ct

0

)

cu

0

x

u

0

t

= cf

(x

0

ct

0

) g(x

0

ct

0

)

Thus,

u

t

(x

0

, t

0

) = u

0

t

=

c

2

_

f

(x

0

+ ct

0

) f

(x

0

ct

0

)

+

1

2

[g(x

0

+ ct

0

) + g(x

0

ct

0

)]

And the solution can be obtained as

u(x

0

, t

0

) =

_

t

0

u

t

(x

0

, t)dt

=

c

2

_

t

0

0

_

f

(x

0

+ ct) f

(x

0

ct)

dt +

1

2

_

t

0

0

g(x

0

+ ct) + g(x

0

ct)dt

=

1

2

[f(x

0

+ ct

0

) + f(x

0

ct

0

)] +

1

2

_

x

0

+ct

0

x

0

ct

0

g(s)ds

which is the dAlemberts solution.

Example 7. Use the method of characteristics to solve the wave equation on a nite domain

u

tt

= c

2

u

xx

< x < t > 0

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

u

t

(x, 0) = g(x) < x <

u(0, x) = 0 t > 0

u(, x) = 0 t > 0

[SOLUTION] Similarly, let P

0

(x

0

, t

0

) denote a point in the xt-plane. Let P

0

P

1

P

3

P

5

and P

0

P

2

P

4

P

6

be

two characteristics path traced back to the x-axis from P

0

to two points P

5

and P

6

on the x-axis. (Fig. 7)

76 CHAPTER 7. WAVE EQUATION

x

t

P (x ,t )

0 0 0

P P

P

P

P

P

1

2

3

4

5 6

0 l

Figure 7.7: Illustration of Characteristics paths for Example 7.

Use the boundary condition, we have u

1

t

= u

2

t

= u

3

t

= u

4

t

= 0. Therefore,

cu

0

x

+ u

0

t

= cu

1

x

+ u

1

t

= cu

1

x

= cu

1

x

u

1

t

= cu

3

x

u

3

t

= cu

3

x

= cu

3

x

+ u

3

t

= cu

5

x

+ u

5

t

= cf

(x

5

) + g(x

5

)

cu

0

x

u

0

t

= cu

2

x

u

2

t

= cu

2

x

= cu

2

x

+ u

2

t

= cu

4

x

+ u

4

t

= cu

4

x

= cu

4

x

u

4

t

= cu

6

x

u

6

t

= cf

(x

6

) g(x

6

)

In principle, we can determine u

0

x

and u

0

t

, and integrate either one of them to obtain the solution.

Remark 1. These problems have been solved earlier using other techniques. We use them here simply

to demonstrate the method of characteristics. For these particular problems, there is no advantage using

the method of characteristics. However, this method can be applied to more general problems while the

other method fail.

Remark 2. The quantities R

of the homogeneous wave equation. For non-homogeneous wave equation, they are not invariants, but

method of the characteristics is still applicable with proper modications. Here is an example.

Example 8. Solve the following problem by method of characteristics

u

tt

= c

2

u

xx

+ h < x < , 0 < t

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

u

t

(x, t) = g(x) < x <

[SOLUTION] Introduce R

= cu

x

u

t

. The total dierential of R

along C

are

dR

+

= (c

2

u

xx

+ u

tt

)dt = hdt on C

+

dR

= (c

2

u

xx

+ u

tt

)dt = hdt on C

Therefore,

R

+

(x, t) R

+

(x

1

, t

1

) =

_

t

t

1

h(x

1

+ c(t

1

t),

t)d

t

R

(x, t) R

(x

2

, t

2

) =

_

t

t

2

h(x

2

c(t

2

t),

t)d

t

7.7. GOURSAT PROBLEM 77

In general, these two relations can be used, similarly as in the homogeneous case, to obtain u

x

and u

t

at

any point (x, t) provided the information at (x

1

, t

1

) and (x

2

, t

2

) are know. Here x

1

+ct

1

= x+ct, x

2

ct

2

.

u at (x, t) can be obtained by integrate either u

x

or u

t

.

In particular, for the present example, let t

1

= t

2

= 0, we nd x

1

= x + ct and x

2

= x ct, and

R

+

(x

1

, t

1

) = R

+

(x + ct, 0) = cu

x

(x + ct, 0) + u

t

(x + ct, 0) = cf

R

(x

2

, t

2

) = R

+

(x ct, 0) = cu

x

(x ct, 0) u

t

(x ct, 0) = cf

Therefore

cu

x

(x, t) + u

t

(x, t) = cf

_

t

0

h(x + c(t

t),

t)d

t

cu

x

(x, t) u

t

(x, t) = cf

_

t

0

h(x c(t

t),

t)d

t

and

u

t

(x, t) =

c

2

_

f

(x + ct) f

(x ct)

+

1

2

[g(x + ct) + g(x ct)]+

1

2

_

t

0

[h(x + c(t

t),

t) h(x c(t

t),

t)] d

t

Integrate it to recove the dAlemberts formula.

Remark 3. So far we have discussed the initial value or initial-boundary value problems. From our

discussion before, we also know that the initial data imposed on the characteristics is not sucient for

obtaining a unique solution, for hyperbolic equation in general. However, there are situations that we

need to solve for problems with initial data imposed on one or two of the characteristics. These are the

so-called Goursat problems to be discussed in the following.

7.7 Goursat Problem

The simplest Goursat problem is the following characteristic initial value problem

u

tt

= c

2

u

xx

ct < x < ct t > 0

u(x, t) = f(x) x = ct t > 0

u(x, t) = g(x) x = ct t > 0

with f(0) = g(0).

[SOLUTION] Using the general solution of the form

u(x, t) = A(x + ct) + B(x ct)

and the initial conditions

f(ct) = u(ct, t) = A(2ct) + B(0)

g(ct) = u(ct, t) = A(0) + B(2ct)

we obtain

A(x) = f

_

x

2

_

B(0) x > 0

B(x) = g

_

x

2

_

A(0) x < 0

78 CHAPTER 7. WAVE EQUATION

Therefore, the solution is obtained as

u(x, t) = f

_

x + ct

2

_

+ g

_

x ct

2

_

for t > 0 and ct < x < ct.

Remark 1. Note that if the initial data is only specied for t > 0, which is a sensible restriction for most

physical problems, we can only determine the solution u(x, t) in the region between two characteristics

x = ct for t > 0. A more general problem is the following problem

u

tt

= c

2

u

xx

vt < x < ct t > 0

u(x, t) = f(x) x = ct t > 0

u(x, t) = g(x) x = vt t > 0

with f(0) = g(0), and v = c.

[SOLUTION] For v = c, we recover to the previous problem. A similar discussion reveals that we can

only determine the solution if c v < c. A more general discussion can be found in problem # 5 of

homework # 5.

Remark 2. This situation can be rescued by imposing the initial data for all t as shown in the following

example

5

u

tt

= c

2

u

xx

x

u(x, t) = f(x) x = ct

u(x, t) = g(x) x = x

(t)

where x

[SOLUTION] The solution can be obtained using the same approach used earlier. First we write down

the general solution as

u(x, t) = A(x + ct) + B(x ct)

Use the initial conditions

f(ct) = u(ct, t) = A(2ct) + B(0)

g(x

(t)) = u(x

(t), t) = A(x

(t) ct)

we obtain

A(x) = f

_

x

2

_

B(0)

Let y = x

B(y) = g(x

(h(y))) f

_

x

(h(y))

2

_

+ B(0)

Therefore, the solution is obtained as

u(x, t) = f

_

x + ct

2

_

f

_

x

(h(x ct))

2

_

+ g(x

(h(x ct)))

5

Myint-U & Debnath, Example 4.9.1, p. 83.

7.8. RIEMANN METHOD 79

Remark 1. We have only solved the Goursat problems for the simple wave equation. There are Goursat

problems for the general hyperbolic equations. We will discuss that in the next section in conjunction

with our discussion of the Riemann method.

7.8 Riemann Method

The Riemann method is a general technique used for solving the hyperbolic equations. Often, it is

applicable to the problems when the other methods fail to generate a solution. We start our discussion

using the following Cauchy problem

6

Lu := u

xy

+ au

x

+ bu

y

+ cu = h

with u and u

n

= u/n given on , which is not a characteristic and intersects at most once with each

characteristic (Sec 4.8, Myint-U & Debnath).

[SOLUTION] Recall that a simpler problem was solved earlier. Here we take a similar approach, but

much more general. First, we note that the adjoint operator L

of L on a given function v is

L

v := v

xy

(av)

x

(bv)

y

+ cv

It is straightforward to show that

vLu uL

v = U

x

+ V

y

(7.7)

where U = auv uv

y

and V = buv + vu

x

.

x

0

y

D

P

P

0 1

2

0

P(x ,y )

0

Figure 7.8: Illustration of the Riemann method.

Let P

0

(x

0

, y

0

) be a point o the initial and P

1

and P

2

are two points on such that P

0

P

1

and P

0

P

2

are two characteristics. Let D be the region enclosed by P

0

P

1

P

2

, denoted by C. (Fig. 8.) We integrate

(7.7) on D

_ _

D

vLu uL

v =

_ _

D

U

x

+ V

y

=

_

C

Udy V dx

where have used Greens theorem. Since ???CHECK

_

C

Udy V dx =

_

_

P

2

P

1

+

_

P

0

P

2

+

_

P

1

P

0

_

Udy V dx

6

Without losing generality, we write the hyperbolic equation in the canonical form.

80 CHAPTER 7. WAVE EQUATION

=

_

P

2

P

1

Udy V dx

_

P

0

P

1

V dx +

_

P

2

P

0

Udx

=

_

P

2

P

1

(auv uv

y

)dy (buv + vu

x

)dx

_

P

0

P

1

(buv

v

u

x

)dx +

_

P

2

P

0

auv uv

y

dx

=

_

P

2

P

1

(auv uv

y

)dy (buv + vu

x

)dx

_

P

0

P

1

(buv uv

x

)dx +

_

P

2

P

0

auv uv

y

dx uv|

P

1

P

0

Introduce the Riemann function v(x

0

, y

0

, x, y) as the solution of the following Goursat problem

L

v = 0

av v

y

= 0, x = x

0

bv v

x

= 0, y = y

0

v = 1 x = x

0

, y = y

0

We have

_ _

D

vLu uL

vdxdy =

_ _

D

hdxdy

_

C

Udy V dx =

_

P

2

P

1

(auv uv

y

)dy (buv + vu

x

)dx uv|

P

1

+ u(x

0

, y

0

)

Therefore,

u(x

0

, y

0

) =

_ _

D

hdxdy

_

P

2

P

1

(auv uv

y

)dy (buv + vu

x

)dx + uv|

P

1

(7.8)

Similarly, we have

u(x

0

, y

0

) =

_ _

D

hdxdy

_

P

2

P

1

(auv + vu

y

)dy (buv uv

x

)dx + uv|

P

2

(7.9)

using

uv|

P

2

uv|

P

1

=

_

P

2

P

1

(uv)

x

dx + (uv)

y

dy

Add (7.8) and (7.9) yields

u(x

0

, y

0

) =

_ _

D

hdxdy

_

P

2

P

1

uv(ady bdx)

1

2

_

P

2

P

1

u(v

x

dx v

y

dy)

+

1

2

_

P

2

P

1

v(u

x

dx u

y

dy) +

1

2

_

uv|

P

1

+ uv|

P

2

_

(7.10)

Remark 1. All the three forms of the solution can be used for the Cauchy problem. There are advantages

to using specic one if u and u

x

or u and u

y

are given as the initial data.

Example 9. Use Riemann method to solve the wave equation on innite domain

u

tt

= c

2

u

xx

+ h < x < , t > 0

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

u

t

(x, 0) = g(x) < x <

[SOLUTION] Step 1. Transform the equation into the canonical form. Let = x ct, = x + ct,

or x = ( + )/2, t = ( )/2c. Then, u

t

= c(u

), u

tt

= c

2

(u

2u

+ u

, u

x

= u

+ u

,

u

xx

= u

+ 2u

+ u

u

=

h

7.9. FUNDAMENTAL SOLUTION 81

where

h = h/4c

2

. The Cauchy data are imposed on = as

u(, ) = f(), u

(, ) u

(, ) =

1

c

g()

Step 2. Use Riemann method to solve the Cauchy problem in the new coordinates. First we solve for

the Riemann function v from

v

= 0

v

(,

0

) = 0

v

(

0

, ) = 0

v(

0

,

0

) = 1

It is straightforward to show that v 1.

Step 3. Using (7.10), the solution can be written as

u(x

0

, y

0

) =

_ _

D

hdxdt

_

P

2

P

1

uv(adt bdx)

1

2

_

P

2

P

1

u(v

x

dx v

t

dt)

+

1

2

_

P

2

P

1

v(u

x

dx u

t

dt) +

1

2

_

uv|

P

1

+ uv|

P

2

_

=

1

2

[f(

0

) + f(

0

)] +

1

4

_

P

2

P

1

_

f

() +

g()

c

_

d

1

4

_

P

2

P

1

_

f

() +

g()

c

_

d +

_ _

D

hdd

=

1

2

[f(

0

) + f(

0

)] +

1

2c

_

0

0

g(s)ds +

_ _

D

hdd

=

1

2

[f(x

0

ct

0

) + f(x

0

+ ct

0

)] +

1

2c

_

x

0

+ct

0

x

0

ct

0

g(s)ds +

1

2c

_ _

D

hdxdt

7.9 Fundamental Solution

Similarly as for the heat equation, the fundamental solution of the wave equation is the solution with a

concentrated source.

Example 10. Solve the following problem

F

tt

= c

2

F

xx

+ (x z)(t ) < x, z < t, > 0

F(x, z, 0, ) = F

t

(x, z, 0, ) = 0 < x, z < > 0

[SOLUTION] Using the dAlemberts solution, we obtain

F(x, z, t, ) =

1

2c

_

t

0

_

x+c(t)

xc(t)

( x z)(

t )d xd

t

=

_

1

2c

|x z| < c(t )

0 |x z| > c(t )

7.10 Discontinuity of the Solution

As evident in the fundamental solution and few examples earlier, the discontinuity in the solutions of the

wave equation is persistent. Since the solution does not satisfy the wave equation in the usual sense, we

82 CHAPTER 7. WAVE EQUATION

can view the solution as the limit of a sequence of smooth solutions, or in the weak sense. The discussion

of weak (or general) solutions can be found in Sec. 6.4 in Zauderer.

While these discontinuities are interesting, there is another kind of discontinuity which is only associated

with the characteristic curves. Suppose that u, u

t

, u

x

are continuous, and u

xx

, u

tt

, u

xt

are continuous

everywhere except across a curve . We now show that this is only possible if is a characteristics.

Consider a second-order partial dierential equation in general form

Au

xx

+ 2Bu

xt

+ Cu

tt

= H

where

H = GDu

x

Eu

t

Fu

Let [f]

= f(+) f() denote the jump of the values of f across a curve , wheref() are the

limits of f from each side of the curve. Let the parametric form of the curve be x = x

(s), t = t

(s) with

parameter s. The directional derivatives along are

du

x

ds

= u

xx

x

+ u

xt

t

du

t

ds

= u

tx

x

+ u

tt

t

With u, its rst derivatives, and all the coecients continuous and the second-derivatives discontinuous,

we have

A[u

xx

]

+ 2B[u

xt

]

+ C[u

tt

]

[H]

= 0

Furthermore,

[

du

x

ds

]

= [

du

t

ds

]

= 0, [u

xt

]

= [u

tx

]

Therefore

[u

xt

]

= [u

xx

]

= [u

xx

]

dx

dt

[u

tt

]

= [u

tx

]

= [u

tt

]

_

dx

dt

_

2

Thus the jump in second-derivatives are not independent. With these relationships, we obtain

[u

xx

]

_

A2B

dx

dt

+ C

_

dx

dt

_

2

_

= 0

If [u

xx

]

= 0, we must have

A2B

dx

dt

+ C

_

dx

dt

_

2

= 0

In other words, must be a characteristic.

7.11. MOVING CONCENTRATED FORCE 83

7.11 Moving Concentrated Force

The fundamental solution can be viewed as the solution of the wave equation with a concentrated forcing

term in both time and space. In the following, we examine a dierent case where a concentrated forcing

term in space is moving.

Example 11. Solve the following problem

u

tt

= c

2

u

xx

F

0

_

t

x

v

_

vt < x < , 0 < t

u(x, 0) = u

t

(x, 0) = 0 0 < x <

u(0, t) = 0, |u(, t)| < 0 < t

[SOLUTION] Method I. Laplace Transform. Let U = L[u] in t. Then

s

2

U = c

2

U

xx

F

0

e

sx

v

vt < x <

U(0, s) = 0, |U(, s)| <

The general solution of the equation is

U(x, s) = A(s)e

sx

c

+ B(s)e

sx

c

_

v

2

F

0

s

2

(v

2

c

2

)

e

sx

v

v = c

xF

0

2cs

e

sx

c

v = c

Apply the boundary conditions yields B = 0 and

A(s) =

_

v

2

F

0

s

2

(v

2

c

2

)

v = c

0 v = c

which leads to

U(x, s) =

_

v

2

F

0

s

2

(v

2

c

2

)

_

e

sx

v

e

sx

c

_

v = c

xF

0

2cs

e

sx

c

v = c

Apply the inverse transform yields

u(x, t) =

_

v

2

F

0

(v

2

c

2

)

__

t

x

v

_

H

_

t

x

v

_

_

t

x

c

_

H

_

t

x

c

_

v = c

xF

0

2c

H

_

t

x

c

_

v = c

Method II. Apply dAlemberts formula directly. (Exercise?)

7.12 Higher-dimensional Wave Equation

The wave equation in two or higher space dimension is written as

u

tt

= c

2

2

u + h

where

2

=

n

i=1

(

2

/x

2

i

) and n is the dimension. Similar discussions as those in 1D can be carried out

for this equation. Here we only look at two examples briey. Both problems have radial symmetry and

can be reduced to 1D problems.

Example 12. Solve the following problem

u

tt

= c

2

2

u

84 CHAPTER 7. WAVE EQUATION

with spherical symmetry, i.e.,

2

=

1

r

2

r

_

r

2

r

_

+

1

r

2

sin

_

sin

_

+

1

r

2

sin

2

2

=

1

r

2

r

_

r

2

r

_

and

u(r, 0) = f(r), u

t

(r, 0) = g(r)

[SOLUTION] Let v = ru, and the equation for v is

v

tt

= c

2

v

rr

The solution of this equation can be obtained using the dAlemberts form, which yields the nal solution

u(r, t) =

_

1

2r

[(r + ct)f(r + ct) + (r ct)f(r ct) +

1

c

_

r+ct

rct

sg(s)ds] r ct

1

2r

[(r + ct)f(r + ct) + (ct r)f(ct r) +

1

c

_

r+ct

ctr

sg(s)ds] r ct

Example 13. Solve the following problem

u

tt

= c

2

2

u

with cylindrical symmetry, i.e.,

2

=

1

r

r

_

r

r

_

+

1

r

2

2

+

2

z

2

=

1

r

r

_

r

r

_

and

u(r, 0) = f(r), u

t

(r, 0) = g(r)

[SOLUTION] Carrier & Pearson, p. 48, sec. 3.7; Myint-U & Debnath, pp.87-92, secs. 4.10, 4.11.

Remark 1. It is also quite common that the wave phenomenon is governed by rst-order PDEs, which

can be studied using the method of characteristics. For more details, see standard texts. (e.g., Carrier

& Pearson).

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