(1)

Method of separation of variables (MSV)

(2)
Solution of wave equation (Two versions)
(b) dAlemberts method
1
( , ) sin cos
n
n
n n
y x t A x c t
L L
t t

=
( (
| | | |
=
| |
( (
\ . \ .

0
2
( )sin
L
n
n
A f x x dx
L L
t
| |
=
|
\ .
}
where
(a)By MSV
| |
1
( , ) ( ) ( )
2
y x t f x ct f x ct = + +
(3) Solution of Heat equation
2
2
1
( , ) sin
n
c t
L
n
n
n
u x t A x e
L
t
t
| |

|
\ .
=
(
| |
=
|
(
\ .

0
2
( )sin
L
n
n
A f x x dx
L L
t
| |
=
|
\ .
}
where
Review Chapter 8
Example
solve
0
x y
u xu + =
Solution
Let ( , ) ( ) ( ) u x y X x Y y =
Then
' '
( ) ( ) ( ) ( ) 0 X x Y y xX x Y y + =
Hence
' '
1 ( ) ( )
( ) ( )
X x Y y
x X x Y y
=
holds for any x and y
Use method of S V to
2
Therefore
' ' '
0
0
( ) 1 ( ) ( )
( ) ( ) ( )
Y y X x Y y
x X x Y y Y y
= = for any fixed
0
y
Thus
' '
1 ( ) ( )
constant
( ) ( )
X x Y y
k
x X x Y y
= = =
holds for any x and y
So
'
X kxX =
'
Y kY =
for any fixed k
3
Solve the above two 1
st
order ODE, get
2
/2
( )
kx
X x Ae = ( )
ky
Y y Be

=
Hence
( , ) ( ) ( ) u x y X x Y y =
2 2
/2 /2 kx ky kx ky
ABe e Ce e

= =
4
8.2 Wave Equation
Elastic string of length L
tightly stretched
The string is set in motion.
It vibrates in vertical plane.
Animation slide
5
fixed at the end points
We have
2
( , ) ( , )
xx tt
c y x t y x t =
where
0 , 0 x L t < < >
with boundary conditions:
(0, ) 0, ( , ) 0, for all 0 y t y L t t = = >
with initial conditions:
( , 0) ( ), ( , 0) 0, where 0
t
y x f x y x x L = = < <
Initial position Initial velocity
6
Proof omitted
1
( , ) sin cos
n
n
n n
y x t A x c t
L L
t t

=
( (
| | | |
=
| |
( (
\ . \ .

0
2
( )sin
L
n
n
A f x x dx
L L
t
| |
=
|
\ .
}
Solution of wave equation
7
Example 1
2
( , ) ( , )
xx tt
c y x t y x t =
0 , 0 x t t < < >
(0, ) 0, ( , ) 0, for all 0 y t y t t t = = >
( , 0) , ( , 0) 0, where 0
t
y x x y x x t = = < <
Solve the following wave equation
with boundary conditions:
with initial conditions:
8
( )
0
2
sin
n
A x nx dx
t
t
=
}
sin() =
sin(
)

2

cos(
)

Use formula

=
2

sin

0

=
2

sin(
)

2

cos(
)

=
2

cos(
)

= -
2

(1)

=
2

(1)
+1


9
Solution
(, ) =
2

1
+1
sin cos

=1

is the solution of wave equation


with boundary conditions:


and initial conditions:
2
( , ) ( , )
xx tt
c y x t y x t = 0 , 0 x t t < < >
(0, ) 0, ( , ) 0, for all 0 y t y t t t = = >
( , 0) , ( , 0) 0, where 0
t
y x x y x x t = = < <
10
Example 2
2
( , ) ( , )
xx tt
c y x t y x t =
0 , 0 x t t < < >
(0, ) 0, ( , ) 0, for all 0 y t y t t t = = >
( , 0) sin(10 ), ( , 0) 0, where 0
t
y x x y x x t = = < <
Solve the following wave equation
with boundary conditions:
with initial conditions:
Solution
( ) ( )
1
( , ) sin cos
n
n
y x t A nx nct

=
=

11
( )
0
2
sin(10 )sin
1
sin(10 )sin( )
n
A x nx dx
x nx dx
t
t
t
t
t

=
=
}
}
where
Hence
10
1, 0, if 10
n
A A n = = =
Or we can get the above result
by comparing the coefficients
See next slide
odd odd
12
( )
1
sin(10 ) sin
n
n
x A nx

=
=

( )
1
( ) sin
n
n
f x A nx

=
=

10
1, 0, if 10
n
A A n = = =
Hence
( ) ( )
( , ) sin 10 cos 10 y x t x ct =
So
13
2
( , ) ( , )
xx tt
c y x t y x t =
0 , 0 x L t < < >
(0, ) 0, ( , ) 0, for all 0 y t y L t t = = >
( , 0) ( ), ( , 0) 0, where 0
t
y x f x y x x L = = < <
with boundary conditions:
with initial conditions:
dAlemberts solution of the wave equation
Then solution (given by dAlembert) is
| |
1
( , ) ( ) ( )
2
y x t f x ct f x ct = + +
14
Revisit Example 2
2
( , ) ( , )
xx tt
c y x t y x t =
0 , 0 x t t < < >
(0, ) 0, ( , ) 0, for all 0 y t y t t t = = >
( , 0) sin(10 ), ( , 0) 0, where 0
t
y x x y x x t = = < <
Solve the following wave equation
by dAlemberts solution
with boundary conditions:
with initial conditions:
15
16
The solution (given by dAlembert) is
| |
1
( , ) ( ) ( )
2
y x t f x ct f x ct = + +
In this Example 2 ,
( ) sin(10 ) f x x =
Hence | | | |
1
( , ) sin 10( ) sin 10( )
2
y x t x ct x ct ( = + +

L t =
( ) ( )
( , ) sin 10 cos 10 y x t x ct =
Recall by MSV, the solution is
| |
1
sinAcosB sin(A ) sin(A )
2
B B = + +
These two solutions are equivalent which can be proved by the following formula
8.3 Heat Equation
Heat-conducting rod with length L
0
L
( , ) u x t represents temperature at point x,
at time t
Let
2
c
be thermal diffusivity
We have
2
( , ) ( , )
t xx
u x t c u x t =
where 0 , 0 x L t < < >
17
Proof omitted
with boundary conditions:
(0, ) 0, ( , ) 0, for any 0 u t u L t t = = >
0 0
Temperatures are always ZERO at both end points
with initial condition:
( , 0) ( ), where 0 u x f x x L = < <
Initial distribution of temperature given by f(x)
18
0
2
( )sin
L
n
n
A f x x dx
L L
t
| |
=
|
\ .
}
2
2
1
( , ) sin
n
c t
L
n
n
n
u x t A x e
L
t
t
| |

|
\ .
=
(
| |
=
|
(
\ .

Solution of Heat equation

19
Suppose ( ) 2 1, 0 f x x x L = + < <
20
Example 1
0
0 0
2
(2 1)sin
4 2
sin sin
L
n
L L
n
A x x dx
L L
n n
x x dx x dx
L L L L
t
t t
| |
= +
|
\ .
| | | |
= +
| |
\ . \ .
}
} }
2
2
1
( , ) sin
n
c t
L
n
n
n
u x t A x e
L
t
t
| |

|
\ .
=
(
| |
=
|
(
\ .

sin() =
sin(
)

2

cos(
)

Use the following formulae we can find

sin() =
1

cos
cos ( 1)
n
nt =
21
22
Example 2
Suppose = 3, () = sin(10
)

0
2
( )sin
L
n
n
A f x x dx
L L
t
| |
=
|
\ .
}
1
( ) sin
n
n
n
f x A x
L
t

=
(
| |
=
|
(
\ .

Now find

We shall compare coeff.
sin(10) =

sin

3

=1

Note that if
10 =

3

then
= 30
So

30
= 1,

= 0, 30