I NT RODUCTI ON

1. The fundamental differential equations of mathematical physics

Many problems in mechanics and physics involve the study of second-

order partial differential equations. The following are some examples:
(1) The study of various types of waves - elastic, acoustic, and electro­
magnetic - and of other oscillational phenomena leads to the wave equation
Z2u _ 2 /3 ^ u 'b2u 3
(1)
3 12 C ' 3x2 + 3y2 + 3z 2' ’
where c is the velocity of propagation of the wave in the given medium.
(2) The processes of heat flow in a homogeneous isotropic body and other
diffusion phenomena are described by the heat-flow equation:
3m_ 2 3 ^m 32u\
2
( )
^ 3 r2 dy2 dz2^
(3) Study of a steady thermal state in a homogeneous isotropic body leads to
Poisson's equation:
32u + 32m
Ax. y, z) (3)
3*2 3y2 0Z2
In the absence of internal heat sources, eq. (3) becomes Laplace's equation
32m 32m 32m
(4)
3x2 3^2 gz 2
The potentials of a gravitational or of a constant electric field in which
there are no masses or electric charges also satisfy Laplace's equation.
Equations (1) - (4) are often called the fundamental equations of mathe­
matical physics. A detailed study of these equations makes possible the
theoretical treatment of a large number of physical phenomena and the so­
lution of many physical and technical problems.
Each of eqs. (1) - (4) has an infinite number of particular solutions. In
solving a specific physical problem, it is necessary to choose from among
these solutions the one that satisfies certain additional conditions imposed
by the physical situation. Thus, problems in mathematical physics reduce
to finding solutions to partial differential equations that satisfy certain ad­
ditional conditions. The most common of these additional conditions are the
so-called boundary conditions (conditions that must be satisfied at the boun­
dary of the medium in question) and initial conditions (which must be satis­
fied at the particular instant of time at which consideration of a physical
process begins).
Let us note one very important point. A problem in mathematical phys-
2 INTRODUCTION

ics is considered to be stated correctly i f the problem has exactly one sta­
ble solution satisfying all the conditions. By "stable", we mean that small
changes in any of the given conditions of the problem must cause a corre­
spondingly small change in the solution. The existence and uniqueness re ­
quirement means that among the given conditions there are none that are
incompatible and that these conditions are sufficient to determine a unique
solution. The stability requirement is necessary for the following reason.
In the given conditions for a specific problem, especially if they are ob­
tained from experiment, there is always some error, and it is necessary
that a small error in the given conditions causes only a small inaccuracy in
the solution. This requirement expresses the physical determinacy of the
stated problem.
Determining whether a problem in mathematical physics is stated cor­
rectly is a very important and at the same time extremely difficult question
in the theory of partial differential equations. We shall not make a complete
study of this question in the present book.
The following three sections are devoted to the classification of sec­
ond-order equations of the form

i j * ! Aij(x V - > xn> d x jjx j* =0 >

and, in the case of two independent variables, to their reduction to canoni­
cal form.

2. The reduction of second-order equations to canonical form

Let us examine a second-order equation with two independent variables

that is linear with respect to the second-order derivatives:
a2^ „ 3%u ( 3u 3u\
+ 2B (5)
Sx 3y + C ^ 2 + F \X’y ’U’Tx’3 j ) = ° ’
where A, B, and C are functions of x and y that have continuous derivatives
up to the second order.
Let us replace x and y by the new independent variables £ and rj. Sup­
pose that
£ =<Pl(x,y) , T)=<P2(x ’ y'> ( 6)

are twice continuously differentiable functions and that the Jacobian

dto>l.P2) 3x 3y
* 0 (7)
3(*.30 d(p2 3<P2
3x 3y
throughout the region in question.
The derivatives with respect to the old variables are expressed in
term s of the derivatives with respect to the new variables according to the
formulae
 C h a p t e r VIII

A P P L I C A T I O N OF THE F O U R I E R METHOD
TO THE STUDY OF F R E E VI BR ATI ONS
OF STRINGS AND RODS

1. The Fourier method fo r the equation of free vibrations of a string

The Fourier method or the method of separation of variables is one of

the most widely-used methods of solving partial differential equations. We
shall explain this method in a number of examples, beginning with the sim­
plest problem of the vibrations of a string fixed at both ends. This prob­
lem, as we know, is reduced to solving the equation
3 n
(1 )

with the boundary conditions

“ l*=0 = °> “ Ix=l = 0 (2)
and the initial conditions
3u
“ I t=0 = f a ) > = F(x) (0 I) ■ 0)
31 t=0
F irst, we wish to find particular solutions to eq. (1) (not identically
equal to zero), in the form of a product
u(x. t) = X(x) T(t) , (4)
satisfying the boundary conditions (2).
Substituting eq. (4) into eq. (1), we obtain
T'{t) X(x) = a2 T(t) X"(x)

T'(t) _ X"(x)
(5)
a2 T{t) X(x)
In this last equation, the left side depends only on t and the right side only
on x, so that equality is possible only if both sides are independent of both
x and t, that is, if they are equal to the same constant. Let us denote this
constant by -X. Then, we obtain from eq. (5) two ordinary differential
equations:
V'{t) + a2\T(t) = 0 , ( 6)

X"(x) + XX(x) = 0 . (V)

118 STUDY OF FREE VIBRATIONS OF STRING AND RODS [Ch. vra

In order to obtain a non-trivial solution (that is, not identically equal to

zero) of the form (4) satisfying the boundary conditions (2), we need to find
the non-trivial solutions to eq. (7) that satisfy the boundary conditions
X(0) = 0 , X(l) = 0 . (8)
Thus, we are confronted with the problem of finding those values of the
parameter A for which non-trivial solutions to eq. (7) satisfying the boun­
dary conditions (8) exist.
This problem is often called the Sturm-Liouville problem.
Those values of the parameter X for which the problem (7) - (8) has
non-trivial solutions are called eigenvalues and these solutions themselves
are called eigenfunctions.
Let us now find the eigenvalues and eigenfunctions for the problem (7) -
(8). We need to consider separately the three cases of A<0, A= 0, and A>0.
1. If X < 0, the general solution to eq. (7) will be of the form
X(x) = + C2 e
In satisfying the boundary conditions (8), we obtain
Cl + C2 = 0 , Cj e-f^xl + C2 =0 (9)
Since the determinant of the system (9) is different from zero, Ci and C2
must both be equal to zero. Consequently, X(x) is identically equal to zero.
2. For A = 0, the general solution to eq. (7) is of the form
X(x) = Ci + C2x .
The boundary conditions (8) give
Cf + c 2 *0 = 0 , Ci + c 2 l —0
Hence, Ci and C2 are again both equal to zero, and, consequently, X(x) is
identically equal to zero.
3. For X > 0, the general solution to eq. (7) will be of the form
X(x) = Ci cos -fXx + C2 sin ./Ax
In satisfying the boundary conditions (8), we obtain
Cf - 1 + C2- 0 = 0 , Ci cos Jxi + C2 sin JXl = 0
It follows from the first of these equations that Ci = 0 and from the second
that C2 sin ,/Xl = 0. We must assume that C2 * 0 because otherwise X(x) is
identically equal to zero. Therefore,
sinVAl = 0 , i.e., -fX = kn/l ,
where k is an arbitrary integer.
Consequently, non-trivial solutions to the problem (7) - (8) are possible
only for values
Xk = (kn/l)2 (k = 1 , 2 , 3 , . . . )
To these eigenvalues correspond the eigenfunctions
ch. vm ] STUDY OF FREE VIBRATIONS OF STRING AND RODS 119

Xk(x) = sin —— .

These are completely determined up to a constant factor, which we set

equal to unity.
We note that positive and negative values of k that are equal in absolute
value give eigenfunctions that differ only by a constant factor. Therefore, it
will be sufficient to take only positive integral values for k.
For X = Xfc, the general solution to eq. (6) is of the form
kirat , . kirat
= ctfe cos —^ s m —j— ,

where ak and bfc are arbitrary constants.

Thus, the functions
, ,, . , ... / kitat . knat\ kirx
uk(x, t) = Xk(x) Tfr(t) = \ak cos —j— + &£ sin ~ j—J sin —j—

satisfy eq. (1) and the boundary conditions (2) for arbitrary values of a£ and
bk-
Since eq. (1) is linear and homogeneous, every sum of a finite number
of solutions to eq. (1) will also be a solution. The same is valid also for an
infinite series
oo
, V/ kirat , . kirat\ , kirx
u(x, t) = Z (a^ cos —j— + bfe sm —j—J sin —j— ,(10)

provided it converges, and is twice termwise differentiable with respect to

x and t. Since every term in the series (10) satisfies the boundary condi­
tions (2), the sum of the series (that is, the function u(x, t)) will also satisfy
these conditions. It remains to determine the constants ak and b^ so as to
satisfy the initial conditions (3).
Differentiating the series (10) with respect to t, we obtain
OO
du Y kira / . kirat . kirat\ . kirx
3f = w T l " ^ s m T + ^ cosT i sm T ' (11)
Setting t = 0 in (10) and (11), we obtain, on the basis of the initial conditions
0 ), OO OO
. Y ■ kirx 1-/ \ Y kira i. . kirx ....
fix) = Z a k sin— , F(x) = Z^ bk sin — . (12)

Eqs. (12) are an expansion of the given functions f{x) and F(x) in a
Fourier sine series over the interval (0,1).
The coefficients in the expansions (12) can be calculated by the well-
known formulae 1):

ak = J J f(x) sin ^ dx , bk = ~ j ^ \ F(x) sin — dx . (13)

o o
Thus, the solution to the problem (1) - (3) is given by the series (10),
where afe and bk are determined by the formulae (13).
120 STUDY OF FREE VIBRATIONS OF STRINGS AND RODS [ch. vra

THEOREM. Suppose that f(x) is twice continuously differentiable on the

interval [0,?], that it has a piecewise-continuous third derivative, and that
it satisfies the conditions
/(o) = m = o , n o ) = /"(/) = o . (i4)
Suppose also that F(x) is continuously differentiable, that it has a piece-
wise-continuous second derivative, and that it satisfies the conditions
F(0) = F(l) = 0 . (15)
Under these conditions, the function u(x,t) defined by the series (10) has
continuous second derivatives and satisfies eq. (1), the boundary conditions
(2), and the initial conditions (3). Also, the series (10) can be twice differ­
entiated termwise with respect to x and t, and the series thus obtained will
converge absolutely and uniformly fo r 0 « x s I and arbitrary t.
Proof: If we integrate eqs. (13) by parts and take eqs. (14) and (15) into

11'i 3 43) / z \3 43) (16)

ak = - {«, > ’ bk ~ " (ff) k3 ’
where
knx , (2) 2 (l F"(x) . k v x .
43) = f /0 r w c o s — dx, ak ~ l )
0
a Sin / d X -
(17)

It is known from the theory of trigonometric series 34) that the series
2 U fl ? I»j?> (18)
. - kU >
fe=l ’ J i *
converge. Substituting (16) into the series (10), we obtain

, .. (l\3 y 1 /.(3) knot (2) . knat\ knx

+ a^ sin —j—j sin (19)
I '
This series is dominated by the series

which converges. Consequently, the series (10) converges absolutely and

uniformly. By considering (18), we easily see that the series (10) can be
twice differentiated termwise with respect to x and t. This proves the
theorem.
If the initial functions f(x) and F(x) do not satisfy the conditions of this
theorem, there may not be a twice continuously differentiable solution to
the mixed problem (1) - (3). However, if f(x) is a continuously differentiable
function satisfying the conditions f[0) =flf) =0 and F{x) is a continuous func­
tion such that F(0) = Ftf) = 0, then the series (10) converges uniformly for
0 x « I and arbitrary t and defines a continuous function u(x, t).
Consider the function u(x, t) which is the limit of the uniformly con­
verging sequence un(x, t) of solutions to eq. (1) which satisfy the boundary
conditions (2) and the initial conditions
 C h a p t e r XXX

THE A P P L I C A T I O N OF THE F O U R I E R METHOD

TO THE SOLUTI ON OF BOUNDARY- VALUE P ROBLEMS

1. Heat-flow in a finite rod

1. Heat-flow in a rod whose ends are kept at zero temperature. The

problem consists in finding solutions to the heat-flow equation
8u o 8^u
8 t =a 3*2 (1)
with the boundary conditions
«l *=0= 0 > “ I*=Z = 0 (2)
and the initial condition
u\t=0=(P(x)> (3)
where <p(x) is continuous, has a piecewise-continuous derivative, and van­
ishes at x = 0 and x = I.
Following the Fourier method, we seek particular solutions to eq. (1)
in the form
u(x, t) = X(x) T(t) . (4)
Substituting eq. (4) into eq. (1), we have
X(x) T’(t) = a2 T{t) X"{x)
or
T'(0 = X"(*)= ,
a2T(t) W T ~ ’
from which we obtain the two equations
r (t) + a%\T(t) = 0 , (5)
X"(x) + XX(x) = 0 . (6)
To obtain a non-trivial solution to eq. (1) in the form (4) satisfying the
boundary conditions (2), we need to find a non-trivial solution to eq. (6) sat­
isfying the boundary conditions
X(0) = 0 , X(i) = 0 . (7)
Thus, to determine the function X(x), we are led to the eigenvalue
problem
X"(x) + XX(x) = 0 , X(0) = 0 , X(l) = 0 , ( 8)
C h. XXX] APPLICATION OF THE FOURIER METHOD 493

which we examined when studying the vibration of a string of finite length

(see Chapter Vm, section 1). It was shown there that only for values of the
parameter A that are equal to
\ n = {m/l)2 (« = 1, 2, 3, . . . ) , (9)
are there non-trivial solutions to the problem (8):

Xn(x) = sin — . (10)

To the values A = An correspond the solutions to eq. (5):

Tn(t) = c-(rma/l)2t , (11)
where the an are arbitrary constants. Thus, all the functions
un(x, t) = Xn(x) Tn(t) = e-(”W *)2f sin ^ (12)

satisfy eq. (1) and the boundary conditions (2) for arbitrary values of the
constants an.
Let us construct the series
0O
u(x,t) = 2 On e-(nm/l)2t sln ^ . (i3)
M=1 1
When we satisfy the initial condition (3), we obtain
eo
u(x, 0) = tp(x) = 2
n=1
On sin
L
. (14)

This series is an expansion of the given function <p(x) in a Fourier sine se­
ries for the interval (0,/). The coefficients an are determined from the
familiar formula

/<?(*) si n— ^dx. (15)

o
Since we have assumed that the function <p(x) is continuous, has a piecewise-
continuous derivative, and vanishes at x = 0 and x = I, the series (14) with
the coefficients On determined from formula (15) converges uniformly and
absolutely to <p(x), as is known from the theory of trigonometric series 34)
Since, for non-negative t,
0 < e-(nira/l)2t ^ _
the series (13) also converges absolutely and uniformly for non-negative t.
Therefore, the function u{x,t)t defined by the series (13) is continuous in
the region 0 x 5 I, t s* 0 and satisfies the initial and boundary conditions.
It remains to show that the function u(x, t) satisfies eq. (1) in the region
0 < x •' I, I > 0. For this, it is sufficient to show that the series obtained by
differentiating eq. (13) termwise once with respect to I and the series ob-