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# The Wave Equation: 2

## Solution Using the Finite Difference Method

Basic Problem
We wish to solve the following problem: Wave Equation:
2 2u u 2 =c 2 t x 2

Boundary Conditions:
u(0,t) = 0

and u(L, t) = 0

for all t

Initial Conditions

## u(x,0) = f(x) u = g(x ) t t =0

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Discretisation Method
We consider a mesh in one space and one time dimension xi xN = L x1 x2 x3 x4 x0
t0 t1 t2 t3

x
x i = x 0 + i x

t (xi, tj)

where N x = L and t j = t 0 + j t

tj

## We write u(xi ,t j ) = ui,j t

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## Discretisation of the Equation

The power series expansion for a function f(x) at the point x + h is given by 2

## h f(x + h) = f(x) + h f (x) + f (x) + K 2!

and about x - h is

## h2 f(x h) = f(x) h f (x) + f (x) + K 2!

Adding these two equations and keeping terms to second order in h, we obtain

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## Discretisation of the Equation

Hence, we see that an approximation to the second derivative is given by

CM3900 Lecture 4

## Discretisation of the Equation

We can therefore discretise the second derivatives in the wave equation using this formula
u(xi ,t j + t) 2u(xi ,t j ) + u(xi ,t j t) 2u (xi ,t j ) = 2 t ( t)2

i.e.

CM3900 Lecture 4

## Discretisation of the Equation

Similarly
u(xi + x,t j ) 2u(xi ,t j ) + u(xi x,t j ) 2u (xi , t j ) = 2 ( x)2 x

CM3900 Lecture 4

## Discretisation of the Equation

2 2 u u , becomes 2 So the wave equation =c 2 t x 2

u i, j+1 2u i, j + u i, j1 ( t )
2

=c

u i+1, j 2u i, j + u i1, j ( x ) 2

or

i.e.

## ui,j+1 = ui+1,j + (2 2)ui,j + ui1,j ui,j1

where

ct = x
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## Discretisation of the Equation

In terms of the mesh points ui,j-1 -1 ui-1,j ui,j 22 ui,j+1 ui+1,j t = tj+1 t = tj t = tj-1

we can construct a diagram to show the relative contribution of the preceding points to ui,j+1
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## Discretisation of the Equation

To advance the solution from the tj to the tj+1 time-slice, we use the boundary conditions together with the main equation

## ui,j+1 = ui+1,j + (2 2)ui,j + ui1,j ui,j1

for i = 1, 2, N 1

There is however a problem with the initial step from t0 to t1. Because the wave equation is a p.d.e. which is second order in the time variable, the discretised version approximates the function at on the next time-slice by using information from the preceding, as well as the current time.
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CM3900 Lecture 4

## Discretisation of the Equation

At j = 0, the information for this time-slice is provided by the initial condition u( x,0 ) = f ( x ) which is discretised to u i,0 = f ( x i ) Unfortunately there is no previous data corresponding to j = -1. However, we do have initial conditions which give the initial

u derivative function t

= g( x )
t =0

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## Discretisation of the Equation

Discretising this derivative using

u( x i , t j + t ) u( x i , t j t ) u (x i , t j ) = 2t t =
setting j = 0, we get:

u i, j+1 u i, j1 2t

and so

## u ui,1 = ui,1 2( t) = ui,1 2t g(xi ) t i,j=0

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## Discretisation of the Equation

To get started therefore, we have
u i,1 = (u i+1,0 + u i1,0 ) + (2 2)u i,0 u i,1 = (u i+1,0 + u i1,0 ) + (2 2)u i,0 [u i,1 2t g( x i )]

Hence

u i,1 = (u i+1,0 + u i1,0 ) + (2 2)u i,0 u i,1 1 = { (u i+1,0 + u i1,0 ) + (2 2)u i,0 + 2t g( x i )} 2 = [u i+1,0 + u i1,0 ] + (1 )u i,0 + t g( x i ) 2
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## Discretisation of the Equation

The diagram for the initial step is therefore

/2

1-

/2
t g(xi)

t = t0

t = t1

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Summary
For the initial step we use:

j = 0: j = 1:

## j = 2,3,K : ui,j+1 = ui+1,j + (2 2)ui,j + ui1,j ui,j1

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Example
2 2 u u 2 Numerically solve the 1-D wave equation = c 2 2 t x with c = 1, subject to

i) ii)

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

for all t

## x 0 x < 0.5 u(x,0) = 1 x 0.5 x 1 u =0 0 x 1 t t =0

using x = 0.1 and t = 0.05 i.e. find u(x, t) for x = 0.0 to 1.0 in steps of 0.1 and t = 0.00 to 2.00 in steps of 0.05.
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Solution
We first calculate = Initial step:
1/8 3/4 1/8 t = t0

1 ct = 4 x

## and note that g(x) = 0.

t = t1

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Solution
Subsequently
-1

1/4

3/2

1/4

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Solution
The calculation can be set out as a table
x 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 t 0.05 0.000 0.100 0.200 0.300 0.400 0.500 0.400 0.300 0.200 0.100 0.000 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50 etc
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## 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000

Solution
The solution can be graphed for various values of t
0.5 u0,i u2,i u5,i 0 u8,i u10,i 0.2 0.4 0.6 0.8 1 0.5

0.5 0.5 0 xi 1

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