The Wave Equation

♦ The method of characteristics

♦ Inclusion of boundary conditions

♦ Traveling waves and stationary waves

 TRANSVERSE OSCILLATIONS OF AN ELASTIC STRING
uniform linear density ρ y T2
θ
2
small displacements y
θ1 T
1

• T1 cos θ1 = T2 cos θ2 x
for small θ, cos θ ≃ 1 ⇒ T1 = T2 = T
∂2y
• ρ δx 2 = T sin θ2 − T sin θ1
∂t
2
 
∂y ∂ y ∂y ∂y
sin θ ≃ tan θ ≃ =⇒ ρ δx 2 = T ( )2 − ( )1
∂x ∂t ∂x ∂x
| {z }
(∂ 2 y/∂x2 )δx+...

∂2y ∂2y
Thus ρ 2 =T
∂t ∂x2
∂2y 1 ∂2y T
i.e. , 2
= 2 2 , c2 ≡ wave equation
∂x c ∂t ρ
 2nd-order linear PDEs

A(x, y)uxx +2B(x, y)uxy +C(x, y)uyy +D(x, y)ux +E(x, y)uy +F (x, y)u = R(x, y)

• B 2 − AC < 0 elliptic. Ex.: Laplace eqn. uxx + uyy = 0

• B 2 − AC = 0 parabolic. Ex.: diffusion eqn. ut − αuxx = 0
• B 2 − AC > 0 hyperbolic. Ex.: wave eqn. utt − c2 uxx = 0

♦ General solutions of PDEs depend on arbitrary functions

(analogous to solutions of ODEs depending on arbitrary constants)
−→ boundary conditions to determine such functions

• Cauchy boundary conditions:

assign function u and normal derivative ∂u/∂n on given curve γ in xy plane
(relevant to hyperbolic PDEs)
 !2 y 1 !2 y
D’Alembert’s solution =
!x 2 c 2 !t 2

Change variables u = x ! ct
v = x + ct

! !u ! !v ! ! !
= + = +
!x !x !u !x !v !u !v
! !u ! !v ! ! !
= + = "c +c
!t !t !u !t !v !u !v

2 2 2
!2 y 1 !2 y " ! !% 1" ! !% " ! !%
= " +
$# !u !v '& y = (c + c y = (
$# !u !v '& y
!x 2 c 2 !t 2 c 2 $# !u !v '&

"2 y
! =0 f, g arbitrary functions
"u"v

General solution ( ) () ()
y u,v = f u + g v i.e. ( ) ( ) (
y x,t = f x ! ct + g x + ct )
 • The curves in the xt plane

x − ct = const.

x + ct = const.
are called the characteristics of the wave equation.

t
x−ct=const.

x+ct=const.
 CHARACTERISTICS

Consider the PDE Aytt + 2Bytx + Cyxx + Dyt + Eyx + F y = R

 
A B
Q= matrix of 2nd − order coefficients
B C

• Characteristics of the above PDE are defined as the curves

χ(t, x) = const.
such that their normal n is rotated by 90◦ by Q or is annihilated by Q, i.e.,
n · Q n = 0.
• Since n ∝ ∇χ, for characteristics ∇χ · Q ∇χ = 0.

1 −1/c2 0
 
⊲ Example. Wave eqn. : − 2 ytt + yxx = 0 ⇒ Q =
c 0 1
The curves χ∓ (t, x) = x ∓ ct =const. are the characteristics of the wave equation because
−1/c2 0
      
∓c ∓c ±1/c
∇χ∓ = ⇒ ∇χ · Q ∇χ = ( ∓c 1 ) = ( ∓c 1 ) =0
1 0 1 1 1
• The condition ∇χ · Q ∇χ = 0 implies, using ∇χ = (χt , χx ), that
  
A B χt
( χt χx ) =0,
B C χx

i.e., Aχ2t + 2Bχt χx + Cχ2x = 0 .

Expressing the derivatives in terms of x′ (t) = −χt /χx ,

A[x′ (t)]2 − 2Bx′ (t) + C = 0 .

♠ Hyperbolic eqns. (B 2 − AC > 0) have 2 families of characteristics

♠ Parabolic eqns. (B 2 − AC = 0) have 1 (Q ∇χ = 0)
♠ Elliptic eqns. (B 2 − AC < 0) have none
 Uses of characteristics

• Characteristics χ∓ (t, x) = const. can be used to solve hyperbolic equations

by means of the transformation of variables

u = χ− (t, x)

v = χ+ (t, x)
⊲ Example: D’Alembert solution of the wave equation

• Characteristics serve to analyze whether boundary value problems

for PDEs are well posed.
⊲ Example: Cauchy conditions on curve γ well-defined
provided γ is not a characteristic
[Cauchy-Kovalevska theorem]
 Cauchy boundary conditions and characteristics

Consider the PDE Aytt + 2Bytx + Cyxx = H(yt , yx , y, t, x)

• Cauchy conditions: Suppose y and the normal derivative yn

are assigned on the curve γ specified by

G(t, x) = 0

⊲ The normal and tangential directions to γ are n ∝ ∇G = (Gt , Gx ), τ ∝ (−Gx , Gt ).

⊲ Given y on γ, we can compute tangential derivative yτ . From yn and yτ we can get yt and yx .
• Can we determine higher derivatives as well?

 
∂ ytt
yt = τ · ∇ yt ∝ ( −Gx Gt ) = −Gx ytt + Gt yxt
∂τ yxt
 
∂ ytx
yx = τ · ∇ yx ∝ ( −Gx Gt ) = −Gx ytx + Gt yxx
∂τ yxx
⇒ 3 linear equations in ytt , ytx , yxx , with unique solution if det 6= 0
  
A 2B C
det  −Gx Gt 0  6= 0
0 −Gx Gt

⇒ AG2t + 2BGt Gx + CG2x 6= 0

That is, Cauchy conditions on curve γ are well-defined

provided γ is not a characteristic
!"#$%&'%()"*+*,$-.,/+

!2 y 1 !2 y
=
!x 2 c 2 !t 2
! ( ) ( ) (
y x,t = f x " ct + g x + ct )
f and g are determined by the initial conditions:

Suppose at time t = 0, the wave has an initial displacement U(x) and an initial velocity V (x)

( ) () () ()
y x,0 = f x + g x = U x
x
!y ( x,0 )
%
1
= "cf # ( x ) + cg # ( x ) = V ( x ) $ () ()
f x "g x =" ( )
V x ' dx '
!t c
b
x

"
1 1
()
f x = U x !
2 2c
() ( )
V x ' dx '
b
x

!
1 1
()
g x = U x +
2
()
2c
( )
V x ' dx '
b

" x + ct x ! ct
$ x + ct

& & &

1 1 ' 1 1
y x,t = "#U x ! ct + U x + ct $% +
( ) ( ) ( ) V x dx ! V x dx ( = "#U x ! ct + U x + ct $% +
() () ( ) ( )
V x dx ()
2 2c ' ( 2 2c
'# b b (% x ! ct
 !"#$%&'($)*+,$*-*.&/$0(1+&-23/&0$4*56/&1(7(-+$0(/(&5(4$8097$0(5+:$$ V (x) = 0

' x + ct
*

&
1 1
) y x,t = "U x ! ct + U x + ct $ + 1 ,
( )
y x,t = "U x ! ct + U x + ct $
( ) ( ) ( ) 2#
( ) ( ) ()
% 2c V x dx ,
2# % )
( x ! ct +

U ( x)
 ( ) ( ) (
y x,t = f x ! ct + g x + ct )
What is the form of f (x), g(x)?
 ( ) ( ) (
y x,t = f x ! ct + g x + ct )
If time dependence is cos (! t ) the full ( x,t ) dependence is given by

y(x,t)=Acos ( kx ! t ) + B cos ( kx " ! t )

!
! !"#$%&#%'('
• Speed of wave c =
k

2"
1 " y(x,t) !=
• Frequency f = =
! 2#
#

2" 2"
• Wavelength ! = y(x,t) !=
k k

k is "wavenumber"
x
We can write the equation of a travelling wave in a number of analogous forms:
Velocity Wavelength Period Angular
frequency
A sin (kx " ! t ) ! /k 2# / k 2# / ! !
A sin k (x " vt ) v 2# / k 2# / vk vk
& ( x t )' $ /% $ % 2# / %
A sin , 2# * " + -
0 . $ % /1
A sin &0 2# (x " vt ) / $ '1 v $ $ /v 2# v / $

N.B. Can include phase most easily by putting

y (x, t ) = Re &0 A exp &0i (kx " ! t )'1 '1
where A is complex.

N.B.2 Sometimes more convenient to switch x and t, i.e.

y (x, t ) = A sin (! t " kx )
This is still a travelling wave moving to the right.

For non-sinusoidal wave moving to right with speed v, can always write as f (x ! vt ) .
 y (t )
!"#$%&#'()*#+,-)

( ) (
y = Asin kx ! " t + Asin kx + " t )
= 2 Asin kx cos " t y (t + ! t )

1-"#$%&#'()*#+,2)

.%',)/,&,'#00()

( ) (
y = Asin kx ! " t + 2#1 + Asin kx + " t + 2# 2 )
(
= 2 Asin kx + #1 + # ) cos (" t + #
2 1
! #2 )
!"#$%&'()*+#,$-.)/#0-
!"#$%&&'()%*+",-.()/01%%)(2"3%4)
† !.E!" = 0
!"
!.B = 0
!"
!" $B
!"E =#
$t
!"
0 !" 1 $E
!"B= 2
!" !" !" c $t
( )
! " ! " E = #! 2 E + ! !.E

!" !" !"

$B $" # B 1 $2 E
!" # =! =! 2 2
$t $t c $t
!"
!" 1 " 2
E
!2 E = 2 2
c "t

!" !"
EM plane wave E = E ( z )

!" !" † !"

! E 1 !2 E
2
!E
=
!z 2 c 2 !t 2 !z
=0" Ez = 0

51".(6%1(%)$"6%)
!"#$%&'$(")*

Ex = Asin ( kx ! " t )
Ey = Bsin ( kx ! " t + # )

Ex
Ey