Partial Differential Equation (PDE)

An ordinary differential equation is a differential equation

that has only one independent variable. For example, the
angular position of a swinging pendulum as a function of
time: =(t). However, most physical systems cannot be
modeled by an ordinary differential equation because they
usually depends on more than one variables.

A differential equation involving more than one independent

variables is called a partial differential equation. For
example, the equations governing tidal waves should deal
with the description of wave propagation varying both in
time and space. Wfront=Wfront(x,y,z,t).
 The Wave Equation
Mechanical vibrations of a guitar string, or in the membrane of a
drum, or a cantilever beam are governed by a partial differential
equation, called wave equation, since they deal with variations
taking place both in time and space taking a form of wave
propagation. To derive the wave equation we consider an elastic
string vibrating in a plane, as the string on a guitar. Assume
u(x,t) is the displacement of the string away from its equilibrium
position u=0. We can derive a partial differential equation
governing the behavior of u(x,t) by applying the Newton’s
second law and several simple assumptions (see chapter 11.2 in
textbook)
 u u(x,t)

x
x x+x T(x+x,t)



T(x,t)
From Newton's 2nd law: net force = mass  acceleration
 2u
Along the vertical direction, T(x+x,t)sin -T(x,t)sin =x 2  (1)
t
where  ,defined as the mass of string per unit length, is a constant.
On the other hand, T(x+x,t)cos =T(x,t)cos =T - (2) is a constant
since we assume there is only vertical motion with no horizontal accel.
 T T
Therefore, from equ(2) T(x+x,t)= ,T(x,t)= 
cos  cos 
sin  sin   2u
from equ (1): T T  T  tan   tan    x 2  (3)
cos  cos  t
tan  is nothing but the local slope of the string at x+x
u u
tan = and tan =
x x x x x

1  u u    2u
Substitute into equ(3)   
x  x
x x x 
x T  t 2

 2u   2u 2  u
2
As we take the limit x  0, 2  c
x T t 2
t 2
 2u  2
u
This is the famious one-dimensional wave equation: 2  c 2

x t 2
In order to model the motion of the string, we need not only the wave equation
but also the boundary and initial conditions.
Since the equation is second order in both time and space, we will need two
boundary plus two initial cnditions.
Boundary condition example:
string is fixed at both ends u( x  0, t )  0, u( x  L, t )  0

Initial condition example:

given initial string displacement: u( x, t  0)  f ( x )
u
and initial string velocity: ( x, t  0)  g ( x )
t

Once the equation is solved a general solution with unknows will be

obtained. These unknown constants have to be determined by
using the boundary and initial conditions specified.