Lecture 6

Weston Barger

July 8, 2016

0.1 Free end

Suppose now that we want to consider a string whose end is free to slide up and down.
We could say, “the string is horizontal at the boundary for all time.” The way this could
be modeled is by asserting that ux (0, t ) = 0 for all t ∈ [0, ∞). As such, we are interested
in solving the IBVP



 x ∈ (0, ∞), t ∈ [0, ∞)


u(x , 0) = f (x ), x ∈ (0, ∞)


utt = c 2 uxx , (0.1)



 ut (x , 0) = g(x ), x ∈ (0, ∞)

ux (0, t ) = 0, t ∈ [0, ∞)



Here, the derivative at the endpoint is computed from the right. By d’Alembert’s solution,
we know that
Z x +ct
1
u(x , t ) = (f (x – ct ) + f (x + ct )) + g(y) dy.
2 x –ct

However, as last time, this solution is only valid when x – ct > 0. This illustrated in Figure
1. Let us call the region where x – ct < 0 i.e. the gray region in Figure 1 R.

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 Figure 1: The region x – ct < 0.

Because all solutions to the wave equation have the left/right traveling wave form, we
can assert that

uR (x , t ) = F2 (x – ct ) + G(x + ct ).

Where G(z ) is as before:

1 1 Zz
G(z ) = f (z ) + g(y) dy.
2 2c 0
Thus,
1 1 Z x +ct
uR (x , t ) = F2 (x – ct ) + f (x + ct ) + g(y) dy.
2 2c 0
In order to impose our boundary condition, we compute
1 1
ux (x , t ) = F20 (x – ct ) + f 0 (x + ct ) + g(x + ct )
2 2c
using the fundamental theorem of calculus. Implying the boundary condition,
1 1
ux (0, t ) = 0 = F20 (–ct ) + f 0 (ct ) + g(ct )
2 2c
which implies that
1 1
F20 (–ct ) = – f 0 (ct ) – g(ct )
2 2c
2
 1 1
⇒ F20 (z ) = – f 0 (–z ) – g(–z ).
2 2c
Integrating both sides with respect to z yields
1 1 Z –z
F2 (z ) = f (–z ) + g(y) dy.
2 2c 0
The above equation can be checked by differentiating both sides with respect to z using
the fundamental theorem of calculus. Thus,
1 1 Z ct –x
F2 (x – ct ) = f (ct – x ) + g(y) dy
2 2c 0
Z 0
1 1
= f (ct – x ) – g(y) dy
2 2c ct –x
Hence,

uR (x , t ) = F2 (x – ct ) + G(x + ct )
1 1 Z ct –x 1 Z x +ct
= (f (x + ct ) + f (ct – x )) + g(y) dy + g(y) dy.
2 2c 0 2c 0
Thus, the full solution is

 1 (f (x + ct ) + f (ct – x )) x < ct
 2


u(x , t ) = 1 R ct –x
+ 2c g(y) dy + 2c 1 R x +ct g(y) dy .
 0 0
 1
 R x +ct
(f (x – ct ) + f (x + ct )) + x –ct g(y) dy x ≥ ct

2

Suppose now that g = 0. We can see that the even extension


 u(x , t ) x ≥0
û(x , t ) =
 u(–x , t ) x < 0

satisfies the IBVP (0.1) on the the whole real line. Since u is a right and left moving wave,
we can intuitively see that waves are reflected at the boundary.

1 Standing wave solutions to the wave equation

Chapter 11 in the book

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Recall that the solution to the wave equation had the form u(x , t ) = F (x – ct )+G(x +ct ).
An example of such a solution is

u(x , t ) = sin(x – t ) + sin(x + t ). (1.1)

Using trig identities, one can see that

u(x , t ) = 2 cos(t ) sin(x ).

We see from this form that the wave does not move in space, but the amplitude changes
in time.

Definition 1.1. A non-constant function of the form u(x , t ) = w (t )v (x ) is called a stand-

ing wave.

Note: When w (t ) is periodic in time (e.g. w (t ) = 2 cos(t )), then the standing wave can
resemble a vibrating string.

 Standing waves can arise when two waves traveling in the opposite direction meet (
see (1.1)).

 Standing waves can arise when a moving medium encounters a disturbance traveling
the the opposite direction.

1.1 Standing wave solutions

We saw from d’Alembert’s equation that solutions to the wave equation

utt = c 2 uxx (1.2)

can be decomposed into a sum of traveling solutions. Let us try a similar approach, but
for standing waves. Assume that we have a standing wave solution u(x , t ) = w (t )v (x ) to
(1.2). Inserting this form into (1.2), we see that

w 00 (t )v (x ) = c 2 w (t )v 00 (x ).

This implies that

w 00 (t ) v 00 (x )
= c2 .
w (t ) v (x )

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 The left and right side depend on t and x respectively. Suppose we vary t without
changing x . What happens? Well, the equality still holds. Since the righthand side
remained constant, then so did the lefthand side. Thus, both sides of the above equation
must be constant. Let us call this constant λ. We write
w 00 (t ) v 00 (x )
= c2 = λ.
w (t ) v (x )

We thus get the two ordinary differential equations

λ
w 00 (t ) = λw (t ), and v 00 (x ) = 2 v (x ). (1.3)
c
Note: In general, the technique of assuming a solution to a PDE v (x , y) = X (x )Y (y)
and reducing to ODE’s (or simpler PDEs) is known as separation of variables.
Later, we will see that this can be done to solve the heat equation as well.

We will get different solutions to the ODEs in (1.3) depending on the sign of λ.

(λ = 0): In this case w 00 (t ) = 0 and v 00 (x ) = 0. Thus, w (t ) = At + B and v (x ) = Cx + D.

So,

u(x , t ) = (At + B ) (Cx + D) . (1.4)

(λ > 0): In this case, let λ = r 2 . Then we can see that

w 00 (t ) = r 2 w (t ) ⇒ w (t ) = Ae rt + Be –rt ,

and
r2 r r
v 00 (x ) = 2 v (x ) ⇒ v (x ) = Ce c x + De – c x .
c
Thus,
  r r 
u(x , t ) = Ae rt + Be –rt Ce c x + De – c x . (1.5)

(λ < 0): In this case, let λ = –r 2 , with r > 0. Then

w 00 (t ) = –r 2 w (t ) ⇒ w (t ) = A cos(rt ) + B sin(rt ),

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 and
r2 r r
   
v 00 (x ) = – 2 v (x ) ⇒ v (x ) = C cos x + D sin x .
c c c
Thus,
r r
    
u(x , t ) = (A cos(rt ) + B sin(rt )) C cos x + D sin x (1.6)
c c
The solutions given by (1.4), (1.5), and (1.6) constitute the the entirety of standing
wave solutions to (1.2). Here, we have not placed any restrictions on the coefficients, as
such restrictions come from physical problems.

Note: Notice that the sum of standing waves are solutions to the wave equation, yet not
themselves standing waves.

1.2 A string of finite length

The imposition of boundary conditions rule out some possibilities of standing wave forms.
Let us consider a string of finite length L (e.g. a guitar string). We have the problem


 u(0, t ) = 0
utt = c 2 uxx , .
 u(L, t ) = 0
Since we are looking for standing wave solutions, we have that

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

Now, we want

u(0, t ) = w (t )v (0) = 0, u(L, t ) = w (t )v (L) = 0.

Clearly, we don’t want w (t ) = 0 for all t . So, we require that

v (0) = v (L) = 0. (1.7)

Now, we know that

v (x ) = Cx + D
r r
or v (x ) = Ce c x + De – c x
r r
   
or v (x ) = C cos x + D sin x .
c c

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  Let us suppose that v (x ) = Cx + D. Then we have from (1.7) that

v (0) = D = 0
v (L) = CL = 0.

Thus, (C , D) = (0, 0). Not so interesting...

r r
 Now let us suppose that Ce c x + De – c x . We see that

v (0) = C + D = 0 ⇒ –C = D
r r
Now, v (x ) = C (e c x – e – c x ). Then imposing v (L) = 0 gives
 r r 
v (L) = C e c L – e – c L = 0 ⇒ C = 0 or r = 0.

Again, not so interesting.

 All we are left with is v (x ) = C cos( rc x ) + D sin( rc x ). Let’s hope this works. Now,

v (0) = C = 0.

Next, we impose v (L) = 0 to get that

r
 
v (L) = D sin L = 0.
c
This implies that
rL cnπ
= nπ ⇒ r = .
c L
Since r 6= 0, we exclude n = 0. So, we have v functions
nπ
 
vn (x ) = sin x , n = 1, 2, 3, · · ·
L
are the only possibilities for v to give a non-trivial solution u(x , t ). We can ignore
D, since it is absorbed into the function w (t ), which we have yet to determine.

It is seen that
cnπ 2
 
λ=–
L
since w corresponded to the case (1.6). So, from (1.6) we see that
cnπ cnπ
   
w (t ) = A cos t + B sin t .
L L
Therefore, our solutions are
cnπ cnπ nπ
      
un (x , t ) = A cos t + B sin t sin x .
L L L

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1.3 Modes of vibration
We call the un (x , t ) the n-th mode of vibration of the string. We can use a trig identity
to rewrite
cnπt nπ
   
un (x , t ) = R cos – φ sin x (1.8)
L L
The form of the n-th mode in (1.8) shows that higher modes of vibration “beat” at higher
frequencies. We hear these as higher tones. We have
cnπ
circular frequency: ωn =
L
ωn cn
frequency: fn = = cycles per second
2π 2L
The numbers {f1 , f2 , f3 , · · · } are called the natural frequencies of the string. f1 is called
the fundamental tone, and fk for k ≥ 2 are called overtones.

1.4 Sturm-Liouville
We revisit the problem we solved to compute vn (x ). We solved the problem

v (0) = 0
c 2 v 00 (x ) = λv (x )

.
 v (L) = 0

This problem is called the Sturm-Liouville (SL) problem. The constant λ is called
the eigenvalue and v is called the corresponding eigenfunction. This is a very important
problem, and the solutions of SL problems have special structure that we will exploit in
order to solve more general PDEs on finite domains using separation of variables. We will
construct general solutions using superpositions of standing waves.