Wave equation

1
Wave equation
The wave equation is an important second-order linear partial differential equation for the description of waves as
they occur in physics such as sound waves, light waves and water waves. It arises in fields like acoustics,
electromagnetics, and fluid dynamics. Historically, the problem of a vibrating string such as that of a musical
instrument was studied by Jean le Rond d'Alembert, Leonhard Euler, Daniel Bernoulli, and Joseph-Louis
Lagrange.
[1][2][3][4]
A pulse traveling through a string with fixed endpoints as modeled
by the wave equation.
Spherical waves coming from a point source.
Introduction
Wave equations are examples of hyperbolic partial
differential equations, but there are many variations.
In its simplest form, the wave equation concerns a time
variable t, one or more spatial variables x
1
, x
2
, , x
n
,
and a scalar function u = u (x
1
, x
2
, , x
n
; t), whose
values could model the displacement of a wave. The
wave equation for u is
where
2
is the (spatial) Laplacian and where c is a
fixed constant.
Solutions of this equation that are initially zero outside
some restricted region propagate out from the region at
a fixed speed in all spatial directions, as do physical
waves from a localized disturbance; the constant c is
identified with the propagation speed of the wave. This
equation is linear, as the sum of any two solutions is
again a solution: in physics this property is called the
superposition principle.
The equation alone does not specify a solution; a
unique solution is usually obtained by setting a problem
with further conditions, such as initial conditions, which prescribe the value and velocity of the wave. Another
important class of problems specifies boundary conditions, for which the solutions represent standing waves, or
harmonics, analogous to the harmonics of musical instruments.
To model dispersive wave phenomena, those in which the speed of wave propagation varies with the frequency of
the wave, the constant c is replaced by the phase velocity:
The elastic wave equation in three dimensions describes the propagation of waves in an isotropic homogeneous
elastic medium. Most solid materials are elastic, so this equation describes such phenomena as seismic waves in the
Earth and ultrasonic waves used to detect flaws in materials. While linear, this equation has a more complex form
than the equations given above, as it must account for both longitudinal and transverse motion:
where:
and are the so-called Lam parameters describing the elastic properties of the medium,
Wave equation
2
is the density,
f is the source function (driving force),
and u is the displacement vector.
Note that in this equation, both force and displacement are vector quantities. Thus, this equation is sometimes known
as the vector wave equation.
Variations of the wave equation are also found in quantum mechanics, plasma physics and general relativity.
Scalar wave equation in one space dimension
Derivation of the wave equation
From Hooke's law
The wave equation in the one dimensional case can be derived from Hooke's law in the following way: Imagine an
array of little weights of mass m interconnected with massless springs of length h . The springs have a spring
constant of k:
Here u(x) measures the distance from the equilibrium of the mass situated at x. The forces exerted on the mass m at
the location x+h are:
The equation of motion for the weight at the location x+h is given by equating these two forces:
where the time-dependence of u(x) has been made explicit.
If the array of weights consists of N weights spaced evenly over the length L = Nh of total mass M = Nm, and the
total spring constant of the array K = k/N we can write the above equation as:
Taking the limit N , h 0 and assuming smoothness one gets:
(KL
2
)/M is the square of the propagation speed in this particular case.
Wave equation
3
General solution
The one dimensional wave equation is unusual for a partial differential equation in that a relatively simple general
solution may be found. Defining new variables:
[5]
changes the wave equation into
which leads to the general solution
or equivalently:
In other words, solutions of the 1D wave equation are sums of a right traveling function F and a left traveling
function G. "Traveling" means that the shape of these individual arbitrary functions with respect to x stays constant,
however the functions are translated left and right with time at the speed c. This was derived by Jean le Rond
d'Alembert.
[6]
Another way to arrive at this result is to note that the wave equation may be "factored":
and therefore:
These last two equations are advection equations, one left traveling and one right, both with constant speed c.
For an initial value problem, the arbitrary functions F and G can be determined to satisfy initial conditions:
The result is d'Alembert's formula:
In the classical sense if f(x) C
k
and g(x) C
k1
then u(t, x) C
k
. However, the waveforms F and G may also be
generalized functions, such as the delta-function. In that case, the solution may be interpreted as an impulse that
travels to the right or the left.
The basic wave equation is a linear differential equation and so it will adhere to the superposition principle. This
means that the net displacement caused by two or more waves is the sum of the displacements which would have
been caused by each wave individually. In addition, the behavior of a wave can be analyzed by breaking up the wave
into components, e.g. the Fourier transform breaks up a wave into sinusoidal components.
Wave equation
4
Scalar wave equation in three space dimensions
The solution of the initial-value problem for the wave equation in three space dimensions can be obtained from the
solution for a spherical wave. This result can then be used to obtain the solution in two space dimensions.
Spherical waves
Cut-away of spherical wavefronts, with a
wavelength of 10 units, propagating from a point
source.
The wave equation is unchanged under rotations of the spatial
coordinates, because the Laplacian operator is invariant under rotation,
and therefore one may expect to find solutions that depend only on the
radial distance from a given point. Such solutions must satisfy
This equation may be rewritten as
the quantity ru satisfies the one-dimensional wave equation. Therefore
there are solutions in the form
where F and G are arbitrary functions. Each term may be interpreted as a spherical wave that expands or contracts
with velocity c. Such waves are generated by a point source, and they make possible sharp signals whose form is
altered only by a decrease in amplitude as r increases (see an illustration of a spherical wave on the top right). Such
waves exist only in cases of space with odd dimensions.
Monochromatic spherical wave
A point source is vibrating at a single frequency f with phase = 0 at t = 0 with a peak-to-peak magnitude of 2a. A
spherical wave is propagated from the point. The phase of the propagated wave changes as kr where r is the distance
travelled from the source. The magnitude falls off as 1/r since the energy falls off as r
2
. The amplitude of the
spherical wave at r is therefore given by:
[7]
Solution of a general initial-value problem
The wave equation is linear in u and it is left unaltered by translations in space and time. Therefore we can generate a
great variety of solutions by translating and summing spherical waves. Let (,,) be an arbitrary function of three
independent variables, and let the spherical wave form F be a delta-function: that is, let F be a weak limit of
continuous functions whose integral is unity, but whose support (the region where the function is non-zero) shrinks
to the origin. Let a family of spherical waves have center at (,,), and let r be the radial distance from that point.
Thus
If u is a superposition of such waves with weighting function , then
the denominator 4c is a convenience.
Wave equation
5
From the definition of the delta-function, u may also be written as
where , , and are coordinates on the unit sphere S, and is the area element on S. This result has the
interpretation that u(t,x) is t times the mean value of on a sphere of radius ct centered at x:
It follows that
The mean value is an even function of t, and hence if
then
These formulas provide the solution for the initial-value problem for the wave equation. They show that the solution
at a given point P, given (t,x,y,z) depends only on the data on the sphere of radius ct that is intersected by the light
cone drawn backwards from P. It does not depend upon data on the interior of this sphere. Thus the interior of the
sphere is a lacuna for the solution. This phenomenon is called Huygens' principle. It is true for odd numbers of
space dimension, where for one dimension the integration is performed over the boundary of an interval with respect
to the Dirac measure. It is not satisfied in even space dimensions. The phenomenon of lacunas has been extensively
investigated in Atiyah, Bott and Grding (1970, 1973).
Scalar wave equation in two space dimensions
In two space dimensions, the wave equation is
We can use the three-dimensional theory to solve this problem if we regard u as a function in three dimensions that is
independent of the third dimension. If
then the three-dimensional solution formula becomes
where and are the first two coordinates on the unit sphere, and d is the area element on the sphere. This integral
may be rewritten as an integral over the disc D with center (x,y) and radius ct:
It is apparent that the solution at (t,x,y) depends not only on the data on the light cone where
but also on data that are interior to that cone.
Wave equation
6
Scalar wave equation in general dimension and Kirchhoff's formulae
We want to find solutions to u
tt
u = 0 for u : R
n
(0, ) R with u(x, 0) = g(x) and u
t
(x, 0) = h(x). See Evans for
more details.
Odd dimensions
Assume n 3 is an odd integer and g C
m+1
(R
n
), h C
m
(R
n
) for m = (n+1)/2. Let
and let
then
u C
2
(R
n
[0, ))
u
tt
u = 0 in R
n
(0, )
Even dimensions
Assume n 2 is an even integer and g C
m+1
(R
n
), h C
m
(R
n
), for m = (n+2)/2. Let and let
then
u C
2
(R
n
[0, ))
u
tt
u = 0 in R
n
(0, )
Problems with boundaries
One space dimension
The Sturm-Liouville formulation
A flexible string that is stretched between two points x=0 and x=L satisfies the wave equation for t>0 and
0<x<L. On the boundary points, u may satisfy a variety of boundary conditions. A general form that is appropriate
for applications is
where a and b are non-negative. The case where u is required to vanish at an endpoint is the limit of this condition
when the respective a or b approaches infinity. The method of separation of variables consists in looking for
solutions of this problem in the special form
A consequence is that
Wave equation
7
The eigenvalue must be determined so that there is a non-trivial solution of the boundary-value problem
This is a special case of the general problem of SturmLiouville theory. If a and b are positive, the eigenvalues are
all positive, and the solutions are trigonometric functions. A solution that satisfies square-integrable initial conditions
for u and u
t
can be obtained from expansion of these functions in the appropriate trigonometric series.
Investigation by numerical methods
Approximating the continuous string with a finite number of equidistant mass points one gets the following physical
model:
Figure 1: Three consecutive mass points of the
discrete model for a string
If each mass point has the mass m, the tension of the string is f, the
separation between the mass points is x and u
i
, i = 1, ..., n are the
offset of these n points from their equilibrium points (i.e. their position
on a straight line between the two attachment points of the string) the
vertical component of the force towards point i+1 is
(1)
and the vertical component of the force towards point i1 is
(2)
Taking the sum of these two forces and dividing with the mass m one gets for the vertical motion:
(3)
As the mass density is
this can be written
(4)
The wave equation is obtained by letting x 0 in which case u
i
(t) takes the form u(x, t) where u(x, t) is continuous
function of two variables, takes the form and
But the discrete formulation (3) of the equation of state with a finite number of mass point is just the suitable one for
a numerical propagation of the string motion. The boundary condition
Wave equation
8
where L is the length of the string takes in the discrete formulation the form that for the outermost points u
1
and u
n
the equation of motion are
(5)
and
(6)
while for 1 < i < n
(7)
where
If the string is approximated with 100 discrete mass points one gets the 100 coupled second order differential
equations (5), (6) and (7) or equivalently 200 coupled first order differential equations.
Propagating these up to the times
using an 8-th order multistep method the 6 states displayed in figure 2 are found:
Figure 2: The string at 6 consecutive epochs, the
first (red) corresponding to the initial time with
the string in rest
Figure 3: The string at 6 consecutive epochs
Figure 4: The string at 6 consecutive epochs
The red curve is the initial state at time zero at which the string is "let
free" in a predefined shape
[8]
with all . The blue curve is the
state at time , i.e. after a time that corresponds to the time a
wave that is moving with the nominal wave velocity would
need for one fourth of the length of the string.
Figure 3 displays the shape of the string at the times
. The wave travels in direction right with
the speed without being actively constraint by the boundary
conditions at the two extrems of the string. The shape of the wave is
constant, i.e. the curve is indeed of the form f(xct).
Figure 4 displays the shape of the string at the times
. The constraint on the right extreme
starts to interfere with the motion preventing the wave to raise the end
of the string.
Figure 5 displays the shape of the string at the times when the direction
of motion is
Wave equation
9
Figure 5: The string at 6 consecutive epochs
Figure 6: The string at 6 consecutive epochs
Figure 7: The string at 6 consecutive epochs
reversed. The red, green and blue curves are the states at the times
while the 3 black curves correspond to the states at times with the wave
starting to move back towards left.
Figure 6 and figure 7 finally display the shape of the string at the times
and .
The wave now travels towards left and the constraints at the end points
are not active any more. When finally the other extreme of the string
the direction will again be reversed in a way similar to what is
displayed in figure 6
Several space dimensions
A solution of the wave equation in two dimensions with a
zero-displacement boundary condition along the entire outer
edge.
The one-dimensional initial-boundary value theory may be
extended to an arbitrary number of space dimensions.
Consider a domain D in m-dimensional x space, with
boundary B. Then the wave equation is to be satisfied if x is in
D and t > 0. On the boundary of D, the solution u shall satisfy
where n is the unit outward normal to B, and a is a
non-negative function defined on B. The case where u
vanishes on B is a limiting case for a approaching infinity.
The initial conditions are
where f and g are defined in D. This problem may be solved by expanding f and g in the eigenfunctions of the
Laplacian in D, which satisfy the boundary conditions. Thus the eigenfunction v satisfies
in D, and
on B.
Wave equation
10
In the case of two space dimensions, the eigenfunctions may be interpreted as the modes of vibration of a drumhead
stretched over the boundary B. If B is a circle, then these eigenfunctions have an angular component that is a
trigonometric function of the polar angle , multiplied by a Bessel function (of integer order) of the radial
component. Further details are in Helmholtz equation.
If the boundary is a sphere in three space dimensions, the angular components of the eigenfunctions are spherical
harmonics, and the radial components are Bessel functions of half-integer order.
Inhomogeneous wave equation in one dimension
The inhomogeneous wave equation in one dimension is the following:
with initial conditions given by
The function s(x, t) is often called the source function because in practice it describes the effects of the sources of
waves on the medium carrying them. Physical examples of source functions include the force driving a wave on a
string, or the charge or current density in the Lorenz gauge of electromagnetism.
One method to solve the initial value problem (with the initial values as posed above) is to take advantage of the
property of the wave equation that its solutions obey causality. That is, for any point (x
i
, t
i
), the value of u(x
i
, t
i
)
depends only on the values of f(x
i
+ct
i
) and f(x
i
ct
i
) and the values of the function g(x) between (x
i
ct
i
) and (x
i
+ct
i
).
This can be seen in d'Alembert's formula, stated above, where these quantities are the only ones that show up in it.
Physically, if the maximum propagation speed is c, then no part of the wave that can't propagate to a given point by a
given time can affect the amplitude at the same point and time.
In terms of finding a solution, this causality property means that for any given point on the line being considered, the
only area that needs to be considered is the area encompassing all the points that could causally affect the point being
considered. Denote the area that casually affects point (x
i
, t
i
) as R
C
. Suppose we integrate the inhomogeneous wave
equation over this region.
To simplify this greatly, we can use Green's theorem to simplify the left side to get the following:
The left side is now the sum of three line integrals along the bounds of the causality region. These turn out to be
fairly easy to compute
In the above, the term to be integrated with respect to time disappears because the time interval involved is zero, thus
dt = 0.
For the other two sides of the region, it is worth noting that xct is a constant, namingly x
i
ct
i
, where the sign is
chosen appropriately. Using this, we can get the relation dxcdt = 0, again choosing the right sign:
Wave equation
11
And similarly for the final boundary segment:
Adding the three results together and putting them back in the original integral:
Solving for u(x
i
, t
i
) we arrive at
In the last equation of the sequence, the bounds of the integral over the source function have been made explicit.
Looking at this solution, which is valid for all choices (x
i
, t
i
) compatible with the wave equation, it is clear that the
first two terms are simply d'Alembert's formula, as stated above as the solution of the homogeneous wave equation
in one dimension. The difference is in the third term, the integral over the source.
Other coordinate systems
In three dimensions, the wave equation, when written in elliptic cylindrical coordinates, may be solved by separation
of variables, leading to the Mathieu differential equation.
Notes
[1] (http:/ / homes. chass. utoronto. ca/ ~cfraser/ vibration.pdf) (retrieved 13 Nov 2012).
[2] Gerard F Wheeler. The Vibrating String Controversy, (http:/ / www. scribd. com/ doc/ 32298888/
The-Vibrating-String-Controversy-Am-J-Phys-1987-v55-n1-p33-37) (retrieved 13 Nov 2012). Am. J. Phys., 1987, v55, n1, p33-37.
[3] For a special collection of the 9 groundbreaking papers by the three authors, see First Appearance of the wave equation: D'Alembert,
Leonhard Euler, Daniel Bernoulli. - the controversy about vibrating strings (http:/ / www. lynge. com/ item. php?bookid=38975&
s_currency=EUR& c_sourcepage=) (retrieved 13 Nov 2012). Herman HJ Lynge and Son.
[4] For de Lagrange's contributions to the acoustic wave equation, can consult Acoustics: An Introduction to Its Physical Principles and
Applications (http:/ / books.google. co. uk/ books?id=D8GqhULfKfAC& pg=PA18& lpg=PA18& dq=lagrange+ paper+ on+ the+ wave+
equation& source=bl& ots=E-RPop_GGD& sig=aJ41g1nlDTDKUqvw9OAXFjjutV4& hl=en& sa=X&
ei=KCPEUMaOCI2V0QXz5YC4DQ& ved=0CDQQ6AEwAQ#v=onepage& q=lagrange paper on the wave equation& f=false) Allan D.
Pierce, Acoustical Soc of America, 1989; page 18.(retrieved 9 Dec 2012)
[6] D'Alembert (1747) "Recherches sur la courbe que forme une corde tendu mise en vibration" (http:/ / books. google. com/
books?id=lJQDAAAAMAAJ& pg=PA214#v=onepage& q& f=false) (Researches on the curve that a tense cord forms [when] set into
vibration), Histoire de l'acadmie royale des sciences et belles lettres de Berlin, vol. 3, pages 214-219.
See also: D'Alembert (1747) "Suite des recherches sur la courbe que forme une corde tendu mise en vibration" (http:/ / books. google.
com/ books?id=lJQDAAAAMAAJ& pg=PA220#v=onepage& q& f=false) (Further researches on the curve that a tense cord forms [when]
set into vibration), Histoire de l'acadmie royale des sciences et belles lettres de Berlin, vol. 3, pages 220-249.
See also: D'Alembert (1750) "Addition au mmoire sur la courbe que forme une corde tendu mise en vibration," (http:/ / books. google.
com/ books?id=m5UDAAAAMAAJ& pg=PA355#v=onepage& q& f=false) Histoire de l'acadmie royale des sciences et belles lettres de
Wave equation
12
Berlin, vol. 6, pages 355-360.
[7] [7] RS Longhurst, Geometrical and Physical Optics, 1967, Longmans, Norwich
[8] The initial state for "Investigation by numerical methods" is set with quadratic splines as follows:
UNIQ-math-0-0c56a222eb4da01b-QINU for UNIQ-math-1-0c56a222eb4da01b-QINU
UNIQ-math-2-0c56a222eb4da01b-QINU for UNIQ-math-3-0c56a222eb4da01b-QINU
for
with
References
M. F. Atiyah, R. Bott, L. Garding, "Lacunas for hyperbolic differential operators with constant coefficients I",
Acta Math., 124 (1970), 109189.
M.F. Atiyah, R. Bott, and L. Garding, "Lacunas for hyperbolic differential operators with constant coefficients
II", Acta Math., 131 (1973), 145206.
R. Courant, D. Hilbert, Methods of Mathematical Physics, vol II. Interscience (Wiley) New York, 1962.
L. Evans, "Partial Differential Equations". American Mathematical Society Providence, 1998.
" Linear Wave Equations (http:/ / eqworld. ipmnet. ru/ en/ solutions/ lpde/ wave-toc. pdf)", EqWorld: The World
of Mathematical Equations.
" Nonlinear Wave Equations (http:/ / eqworld. ipmnet. ru/ en/ solutions/ npde/ npde-toc2. pdf)", EqWorld: The
World of Mathematical Equations.
William C. Lane, " MISN-0-201 The Wave Equation and Its Solutions (http:/ / physnet2. pa. msu. edu/ home/
modules/ pdf_modules/ m201. pdf)", Project PHYSNET (http:/ / www. physnet. org).
External links
Francis Redfern. "Kinematic Derivation of the Wave Equation" (http:/ / prism. texarkanacollege. edu/
physicsjournal/ wave-eq. html). Physics Journal. a step-by-step derivation suitable for an introductory
approach to the subject.
Nonlinear Wave Equations (http:/ / demonstrations. wolfram. com/ NonlinearWaveEquations/ ) by Stephen
Wolfram and Rob Knapp, Nonlinear Wave Equation Explorer (http:/ / demonstrations. wolfram. com/
NonlinearWaveEquationExplorer/ ) by Stephen Wolfram, and Wolfram Demonstrations Project.
Mathematical aspects of wave equations are discussed on the Dispersive PDE Wiki (http:/ / tosio. math. toronto.
edu/ wiki/ index. php/ Main_Page).
Graham W Griffiths and William E. Schiesser (2009). Linear and nonlinear waves (http:/ / www. scholarpedia.
org/ article/ Linear_and_nonlinear_waves). Scholarpedia (http:/ / www. scholarpedia. org/ ), 4(7):4308.
doi:10.4249/scholarpedia.4308 (http:/ / dx. doi. org/ 10. 4249/ scholarpedia. 4308)
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